Expected Equity Option Returns
Substantial progress has been made in investigating `Overpriced Puts Puzzle' which exists in index futures options. However, scarce studies focus on whether single-stock options also have similar problems. This thesis analyzes the returns of individual stocks' calls, puts, and their portfo...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2009
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| Online Access: | https://ink.library.smu.edu.sg/etd_coll/16 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1015&context=etd_coll |
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| Institution: | Singapore Management University |
| Language: | English |