Market Forecasting Ability of Future Volatility: The effect liquidity and predictability have on the market forecasting ability of future volatility on individual stock options
Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
In this study I’m going to examine the efficiency of a sample of individual stock options.
Place, publisher, year, edition, pages
IdentifiersURN: urn:nbn:se:su:diva-5435OAI: oai:DiVA.org:su-5435DiVA: diva2:195264