"January effect" - Selaus asiasanan mukaanPro gradu -tutkielmat ja diplomityöt (rajattu saatavuus)
Aineistot 1-1 / 1
-
Seasonal Effects on Stock Market Volatility: Evidence from S&P 500 index options
(2008)
Pro gradu - tutkielmaThe purpose of this study is to observe seasonal effects in volatility implied by the option prices. If seasonal effects are found in the data, then it confirms the efficient market theory, as the risk changes over time ...Kokoteksti luettavissa vain Tritonian asiakaskoneilla.