A test using option information as a predictor of stock index : evidence from India Market

Li, Tianyu

dc.contributor.advisor	Ye, George
dc.coverage.spatial	India
dc.creator	Li, Tianyu
dc.date.accessioned	2012-10-11T18:40:24Z
dc.date.available	2012-10-11T18:40:24Z
dc.date.issued	2012
dc.identifier.uri	http://library2.smu.ca/xmlui/handle/01/24713
dc.description	1 online resource (v, 31 leaves) : ill.
dc.description	Includes abstract and appendix.
dc.description	Includes bibliographical references (leaves 26-29).
dc.description.abstract	The purpose of this paper is to examine the prediction model developed by Bhuyan and Chaudhury (2001) on forecasting future stock index values with the data from India market. The sample pool including option and index data from February 2004 to December 2011. The hypothesis test shows that the difference between predicted index value and actual future index value is not significant. The regression results also show that the future stock index values are well explained by the prediction model.	en_CA
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dc.description.provenance	Made available in DSpace on 2012-10-11T18:40:24Z (GMT). No. of bitstreams: 1 li_tianyu_mrp_2012.pdf: 858824 bytes, checksum: e5b09a5aeabfeb7216b1543dfde33975 (MD5)	en
dc.language.iso	en	en_CA
dc.publisher	Halifax, N.S. : Saint Mary's University
dc.title	A test using option information as a predictor of stock index : evidence from India Market	en_CA
dc.type	Text	en_CA
thesis.degree.name	Master of Finance
thesis.degree.level	Masters
thesis.degree.discipline	Finance, Information Systems, & Management Science
thesis.degree.grantor	Saint Mary's University (Halifax, N.S.)