Sökning: "Hasan Chowdhury"

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  1. 1. The impact of the introduction of index options on volatility and liquidity on the underlying stocks : Empirical evidence from the Asian stock markets

    Master-uppsats, Handelshögskolan vid Umeå universitet

    Författare :Md Kamrul Hasan; Shabyashachi Chowdhury; [2011]
    Nyckelord :Derivatives; Volatility; Liquidity; Index Options; Intraday return; Trading volume; Conditional volatility; Stock return volatility; Impacts; Underlying stocks;

    Sammanfattning : The impact of the introduction of derivatives on the underlying stock is a debatable topic among the researchers. The issue is quite controversial as contradictory results have been obtained by researchers in various stock markets. LÄS MER