The Predictability of Relative Trading Volume in Options and Stock on Stock Returns
碩士 === 國立臺灣大學 === 財務金融學研究所 === 106 === This paper examines if option to stock trading volume can predict stock returns. Past studies have shown a high correlation between trading volume and return. Roll, Schwartz, Subrahmanyam (2010) use the relative trading volume in options and stock as measured....
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/c6cby3 |