Do risk-neutral moments incorporate forward-looking information?

• Main Authors: Chan, Weng San, Loo, Samantha Kate Su Lyn, Lee, Jamie Yee Jia
• Other Authors: Low Chan Kee
• Format: Final Year Project
• Language: English
• Published: 2014
• Subjects: DRNTU::Social sciences::Statistics; DRNTU::Business::Finance::Options
• Online Access: http://hdl.handle.net/10356/59308
• Institution: Nanyang Technological University

“Stocks are bought on expectations, not facts.” -Gerald M. Loeb The stock market is constantly experiencing fluctuation, with prices moving every second. To the general public, these stock prices are reflections of the company’s intrinsic values and its fundamentals. However, we believe that thes...