1. Equity market informational effi ciency : history and development / Qaiser Munir and Sook Ching Kok -- 2. Equity market anomalies : concepts, classifications, theories and evidence / Qaiser Munir and Sook Ching Kok -- 3. The random walk hypothesis on the small and medium capitalized segment...

How do option and equity markets interact with each other? This is the central question that is answered from three different angles in this dissertation. The first Chapter discusses how option-implied information is incorporated into equity markets. Based on a novel rescaled option-implied...