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The relation between option trading activity and equity volatility

Title:

The relation between option trading activity and equity volatility

Bedrossian, Robert (1995) The relation between option trading activity and equity volatility. Masters thesis, Concordia University.

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Abstract

Results here demonstrate an insignificant relation between expected option open interest, a proxy for market depth, and stock volatility.

Divisions:Concordia University > John Molson School of Business > Finance
Item Type:Thesis (Masters)
Authors:Bedrossian, Robert
Pagination:v, 112 leaves ; 29 cm.
Institution:Concordia University
Degree Name:Theses (M.Sc.Admin.)
Program:Finance
Date:1995
Thesis Supervisor(s):Park, Tae
ID Code:5290
Deposited By:Concordia University Libraries
Deposited On:27 Aug 2009 15:52
Last Modified:08 Dec 2010 10:44
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