The Analysis of Market Momentum in Individual Stock Options by Company Characteristic
碩士 === 國立高雄第一科技大學 === 金融系碩士班 === 106 === The momentum in the option market is that when the past stock return is positive, the investors will increase their purchase on call options because they expected future stock return continues to be positive, causing the call option price to be abnormally ove...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/f7mp7s |