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The causal relations between the Hong Kong stock options market and the underlying cash market.

by Chow Shun Yin. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1997. / Includes bibliographical references (leaves 45-46). / ABSTRACT --- p.ii / TABLE OF CONTENT --- p.iii / LIST OF TABLE --- p.iv / ABBREVIATION --- p.v / Chapter / Chapter I. --- INTRODUCTION --- p.1 / Chapter II. --- OVERVIEW OF HONG KONG STOCK OPTIONS --- p.4 / Chapter III. --- LITERATURE REVIEW --- p.6 / Chapter IV. --- METHODOLOGY AND DATA EMPLOYED --- p.10 / Test A ´ؤ Trading Volume Approach --- p.10 / Test B ´ؤ Trading Volume-Price Volatility Approach --- p.13 / Sample Selection --- p.15 / Data Collection --- p.16 / Chapter V. --- EMPIRICAL RESULTS --- p.17 / Findings --- p.24 / Discussion --- p.27 / Chapter VI. --- CONCLUSION --- p.30 / APPENDIX / BIBLIOGRAPHY

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_321780
Date January 1997
ContributorsChow, Shun Yin., Chinese University of Hong Kong Graduate School. Division of Business Administration.
PublisherChinese University of Hong Kong
Source SetsThe Chinese University of Hong Kong
LanguageEnglish
Detected LanguageEnglish
TypeText, bibliography
Formatprint, v, 46 leaves ; 30 cm.
CoverageChina, Hong Kong, China, Hong Kong
RightsUse of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/)

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