Is put-call parity valid in Singapore option market? /

Is put-call parity valid in Singapore option market? /

Saved in:

书目详细资料
主要作者:	Pang, Cheng Duan
格式:	Thesis 图书
语言:	English
出版:	1996.
主题:	Options (Finance) > Singapore Stocks > Prices > Singapore. Stock exchanges > Singapore.
标签:	添加标签没有标签, 成为第一个标记此记录!

相似书籍

Test of market efficiency of gold option pricing based on put-call parity model /
由: Han, Wee Kwang
出版: (1988)

Singapore stock option market /
由: Chun, Kwong Leong
出版: (1996)

Effect of option listing on bid-ask spread, volatility and beta of the underlying stock /
由: Seah, Jerry Yew Nam
出版: (1994)

Empirical tests of boundary conditions for SIMEX Nikkei Options /
由: Tan, Ting Yong
出版: (1995)

An empirical analysis of Singapore's experience with options trading in equities /
由: Chan, Poh Kum
出版: (1987)

Hedging effectiveness of interest rate options and futures /
由: Tan, Benedict Fook Ming
出版: (1992)

Market efficiency in Kuala Lumpur options and financial futures exchange : before and during the economic crisis /
由: Wong, Heng San
出版: (1999)

The effects of bonus issue on stock prices in the Singapore stock market /
由: Lee, Khong Kee
出版: (1987)

The intraday patterns of the Nikkei 225 futures traded on the SIMEX /
由: Chong, Chee Sang
出版: (1996)

The pricing of the Nikkei stock average futures contract on SIMEX /
由: Lak, Poo Siang
出版: (1988)

Speed of adjustment coefficients of selected firms listed on the Stock Exchange of Singapore /
由: Tan, Kun Hoo
出版: (1995)

Investing in stocks listed in the Stock Exchange of Singapore (SES) : lump-sum investing versus dollar-cost averaging investing /
由: Loh, Yue Thong
出版: (1996)

The effectiveness of technical trading systems in the SES equity market /
由: Wong, Kin Wah
出版: (1991)

Mean reversion on Singapore stock prices /
由: Shao, Chang Qiang
出版: (1996)

An analysis of the performance of property stocks listed on the Stock Exchange of Singapore [1975-1985] /
由: Sng, Kim Choon
出版: (1987)

An empirical study of the price behaviour of unseasoned stock issues in the Stock Exchange of Singapore /
由: Goh, Liang Kwang
出版: (1989)

Performance of the stock prices of the big four local banks on the Stock Exchange of Singapore : 1975-1987 /
由: Foo, Wendy Tin See
出版: (1989)

An analysis of foreign versus local shares in the Singapore Stock Market /
由: Oh, Michelle
出版: (1992)

Study of effects of ownership distribution and stock performance : Singapore-incorporated public listed companies /
由: Sng, Roderic Yeow Chai
出版: (1996)

Bonus issues as signals : a study of the Singapore stock market /
由: Koh, Thomas Wee Chuan
出版: (1990)

An investigation into the empirical anomalies on the stock exchange of Singapore /
由: Chan, Moira
出版: (1991)

A model to measure persistence of stock indices in the Stock Exchange of Singapore /
由: Chua, Gah Hok
出版: (1991)

A study of the relationship between bid-ask spread and return of Singapore common stocks /
由: Lim, Meow Seng
出版: (1989)

Pricing of warrants on the SES /
由: Chew, Boon Leong
出版: (1995)

Test on the superiority of technical trading over a buy-and-hold strategy on SES /
由: Nair, Ravindran
出版: (1997)

An expert system for options and futures trading /
由: Tham, Weng Kee
出版: (1988)

Seasonal effects of the SES All-Property Index, City Development Ltd, DBS Land Ltd, Singapore Land Ltd, Straits Steamship Land Ltd and Centrepoint Properties Ltd /
由: Tan, Patricia Sock Hoon
出版: (1997)

SIMEX Euroyen options : camparing its implied volatility to the actual volatility of its underlying futures contract /
由: Chan, Chee Hui
出版: (1991)

The effect of thin trading on market parameters in the Singapore market and a test of security pricing /
由: Lim, Justin Kim Moh
出版: (1989)

Relative strength and contrarian strategies : implications on SES /
由: Loo, Meng Gee
出版: (1996)

The mean-variance efficiency test of a given portfolio : Singapore evidence /
由: Ni, Zhengchang
出版: (1995)

A bank pricing models for US dollar/S dollar options /
由: Sim, Seng Kiang
出版: (1987)

The effects of stock delistings on firm value, risk, market liquidity and market integration : with evidence on wealth effects from the stock exchanges of Malaysia and Singapore, using GARCH /
由: Ahamed Kameel Meera
出版: (1996)

A cointegration and causality analysis of the Malaysian stock market and the Singapore stock market /
由: Li, Kam Chiu
出版: (1995)

A comparative study of the stock and property markets in Singapore /
由: Ho, Ting Hor
出版: (1992)

A study on the separation of the Singapore and Malaysian stock markets /
由: Yu, Ching Sing
出版: (1996)

Initial public offerings : price behaviour, fractional ownership and allocation process of goverment linked companies /
由: Ang, Chye Kiat
出版: (1994)

An investigation of some determinants of stock price volatility on the Stock Exchange of Singapore /
由: Kuhan, K.
出版: (1991)

The development of the financial futures market in Singapore : a case study of SMEX 1984-1988 /
由: Chong, Yoon Shew
出版: (1988)

Intertemporal relation between the U.S. and Singapore stock markets /
由: Koh, Cheng Soon
出版: (1996)

Services hosted by the Perpustakaan Sultan Abdul Samad, Universiti Putra Malaysia with Cooperation MySyL Group