Options Trading and Stock Price Crash Risk
碩士 === 國立高雄科技大學 === 金融系 === 107 === The study investigates the effect of stock options trading on stock price crash risk. The study will examine whether the listing of stock options and their liquid trading improve the price efficiency of underlying stocks, enhance the understanding of financial rep...
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2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/6k38c7 |
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ndltd-TW-107NKUS02180292019-07-13T03:36:30Z http://ndltd.ncl.edu.tw/handle/6k38c7 Options Trading and Stock Price Crash Risk 股票選擇權交易與價格崩盤風險 SHEN, LING 沈玲 碩士 國立高雄科技大學 金融系 107 The study investigates the effect of stock options trading on stock price crash risk. The study will examine whether the listing of stock options and their liquid trading improve the price efficiency of underlying stocks, enhance the understanding of financial reports disclosure, and then decrease the risk of crash. This project will further empirical tests to identify the specific mechanism by which options trading affects crash risk. The results of this study are that companies with stock options listed can reduce the stock price crash risk. The higher of the stock option trading volume, the lower the stock price crash risk, and the more obvious when the price efficiency is high. HSIEH, SHU-FAN 謝舒帆 2019 學位論文 ; thesis 36 zh-TW |
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NDLTD |
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zh-TW |
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Others
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NDLTD |
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碩士 === 國立高雄科技大學 === 金融系 === 107 === The study investigates the effect of stock options trading on stock price crash risk. The study will examine whether the listing of stock options and their liquid trading improve the price efficiency of underlying stocks, enhance the understanding of financial reports disclosure, and then decrease the risk of crash. This project will further empirical tests to identify the specific mechanism by which options trading affects crash risk. The results of this study are that companies with stock options listed can reduce the stock price crash risk. The higher of the stock option trading volume, the lower the stock price crash risk, and the more obvious when the price efficiency is high.
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| author2 |
HSIEH, SHU-FAN |
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HSIEH, SHU-FAN SHEN, LING 沈玲 |
| author |
SHEN, LING 沈玲 |
| spellingShingle |
SHEN, LING 沈玲 Options Trading and Stock Price Crash Risk |
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SHEN, LING |
| title |
Options Trading and Stock Price Crash Risk |
| title_short |
Options Trading and Stock Price Crash Risk |
| title_full |
Options Trading and Stock Price Crash Risk |
| title_fullStr |
Options Trading and Stock Price Crash Risk |
| title_full_unstemmed |
Options Trading and Stock Price Crash Risk |
| title_sort |
options trading and stock price crash risk |
| publishDate |
2019 |
| url |
http://ndltd.ncl.edu.tw/handle/6k38c7 |
| work_keys_str_mv |
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1719223849831104512 |