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

Bachelor thesis English OPEN
Hasan, Md Kamrul; Chowdhury, Shabyashachi;
(2011)
  • Publisher: Umeå universitet, Handelshögskolan vid Umeå universitet
  • Subject: Derivatives | Volatility | Liquidity | Index Options | Intraday return | Trading volume | Conditional volatility | Stock return volatility | Impacts | Underlying stocks | Business studies | Företagsekonomi

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. The purpose of this study is to examin... View more
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