Bedrossian, Robert (1995) The relation between option trading activity and equity volatility. Masters thesis, Concordia University.
Preview |
Text (application/pdf)
4MBMM01319.pdf |
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: | M. Sc. |
| Program: | Administration |
| Date: | 1995 |
| Thesis Supervisor(s): | Park, Tae |
| Identification Number: | HG 6024 A3B24 1995 |
| ID Code: | 5290 |
| Deposited By: | lib-batchimporter |
| Deposited On: | 27 Aug 2009 19:52 |
| Last Modified: | 21 Oct 2022 13:01 |
| Related URLs: |
All items in Spectrum are protected by copyright, with all rights reserved. The use of items is governed by Spectrum's terms of access.
Repository Staff Only: item control page
Download Statistics
Download Statistics