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Seasonal Effects on Stock Market Volatility: Evidence from S&P 500 index options
(2008)
Pro gradu - tutkielma
Kokoteksti luettavissa vain Tritonian asiakaskoneilla.
Pro gradu - tutkielma
Kokoteksti luettavissa vain Tritonian asiakaskoneilla.
The 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 ...