Do risk-neutral moments incorporate forward-looking information?

“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...

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Bibliographic Details
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:
Online Access:http://hdl.handle.net/10356/59308
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Institution: Nanyang Technological University
Language: English

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