The Relationship between Stock Liquidity Dimensions and Put Option Volume as a New Financial Instrument

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KHOZEIN ALI

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Paper Information

Journal: JOURNAL OF FINANCIAL MANAGEMENT STRATEGY Year:2017 | Volume:5 | Issue:1 (16) Page(s): 99-113

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Information Journal Paper

Title

The Relationship between Stock Liquidity Dimensions and Put Option Volume as a New Financial Instrument

Author(s)

KHOZEIN ALI | Issue Writer Certificate

Keywords

Bid Ask SpreadQ2

LiquidityQ2

Market DepthQ2

Put OptionQ2

Risk managementQ1

Abstract

The aim of this study was to evaluate the relationship between stock Liquidity dimensions and Put Option volume vas a new financial instrument in Iran. For this purpose, the data about companies listed in Tehran Stock Exchange whose Put Option was published had been collected. In this study, the dimensions of stock Liquidity are the independent variable and the volume of Put Option is the dependent variable. The difference between buy and sell proposed stocks price, Market Depth and the number of transactions were used to measure stock Liquidity. According to stock Liquidity metrics, three hypotheses have been developed. It is found the there is no relationship between Bid Ask Spread and Market Depth with Put Option volume but a positive relationship between the number of transactions and the Liquidity of Put Option was observed. The results show that in Iran in contrast with the previous research, shareholders do not pay attention to Liquidity stock when they want to buy Put Option but do it just for covering Risk management.

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APA: Copy

KHOZEIN, ALI. (2017). The Relationship between Stock Liquidity Dimensions and Put Option Volume as a New Financial Instrument. JOURNAL OF FINANCIAL MANAGEMENT STRATEGY, 5(1 (16) ), 99-113. SID. https://sid.ir/paper/261618/en

Vancouver: Copy

KHOZEIN ALI. The Relationship between Stock Liquidity Dimensions and Put Option Volume as a New Financial Instrument. JOURNAL OF FINANCIAL MANAGEMENT STRATEGY[Internet]. 2017;5(1 (16) ):99-113. Available from: https://sid.ir/paper/261618/en

IEEE: Copy

ALI KHOZEIN, “The Relationship between Stock Liquidity Dimensions and Put Option Volume as a New Financial Instrument,” JOURNAL OF FINANCIAL MANAGEMENT STRATEGY, vol. 5, no. 1 (16) , pp. 99–113, 2017, [Online]. Available: https://sid.ir/paper/261618/en

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