The Relationship between Limited Warrant Market and Spot Market
碩士 === 淡江大學 === 財務金融學系碩士班 === 103 === In this paper, we base on the approach of Roll et al.(2010) which first develops a simple empirical construct, the options/stock trading volume ratio (O/S) which is a variable to measure the relative trading activity in options market and stock market. Our stu...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/73365204714050762969 |