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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Main Authors: | , , |
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Format: | Final Year Project |
Language: | English |
Published: |
2014
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Online Access: | http://hdl.handle.net/10356/59308 |
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Institution: | Nanyang Technological University |
Language: | English |
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