Investor expectations of volatility increases around large stock splits as implied in call option premia
Year of publication: |
1988
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Authors: | Klein, Linda S. ; Peterson, David R. |
Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 11.1988, 1, p. 71-80
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Subject: | Aktie | Terminhandel | Volatilität | Volatility | Optionsgeschäft | Option trading | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory | Aktiensplit | Stock split | Kapitaleinkommen | Capital income | Aktienoption | Stock option | Ankündigungseffekt | Announcement effect | Derivat | Derivative |
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