Illiquidity Premium and Volatility Spread in Stock Options Markets
博士 === 國立中央大學 === 財務金融學系 === 105 === This essay contains two studies on the option illiquidity premium and volatility spread in the stock option market. One is the relationship between option illiquidity and expected option returns under information environments and another is volatility spread and...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/rx9q2g |