O/S: The Relationship between O/S Ratio and Stock Returns
碩士 === 輔仁大學 === 金融與國際企業學系金融碩士班 === 107 === This paper studies the relationship between underlying stock returns and relative trading volume of option and stock. We use option/stock trading volume ratio (O/S ratio) classified by bull and bear market to quantify the behaviour of foreign institutional...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/s55qyg |