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: | M. Sc. |
| Program: | Administration |
| Date: | 1995 |
| Thesis Supervisor(s): | Park, Tae |
| Identification Number: | HG 6024 A3B24 1995 |
| ID Code: | 5290 |
| Deposited By: | Concordia University Library |
| Deposited On: | 27 Aug 2009 19:52 |
| Last Modified: | 21 Oct 2022 13:01 |
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