Tuesday, July 3, 2007
My exams are now finished and I am once again working on my thesis. I have been looking for more papers, but I'm beginning to find relevant papers harder to find. I will hopefully spend today as my last day searching for papers and will then begin working on my literature review. I have also determined the models and methods required for this thesis. Accordingly some programming and data manipulation will be done to perform a series of different regression models on the data in order to determine what factors and market conditions provide (demand) liquidity in options markets.