The Performance of Trading Strategies based on the Ratio of Option and Stock Volume
碩士 === 中原大學 === 財務金融研究所 === 106 === Based on the OS concept of Johnson and So(2012), we construct a portfolio based on the ratio of trading volume of the stock option to its underlying stock. We compare the profitability of the OS strategy with those of 52-week highs, trading volume, and price momen...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/mjd7dn |