Is There Price Discovery in Equity Options?
Year of publication: |
2012
|
---|---|
Authors: | Muravyev, Dmitriy |
Other Persons: | Pearson, Neil D. (contributor) ; Broussard, John Paul (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory | Aktienoption | Stock option | Volatilität | Volatility |
Extent: | 1 Online-Ressource (59 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 30, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1683587 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Positive stock information in out-of-the-money option prices
Gkionis, Konstantinos, (2018)
-
Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?
Bali, Turan G., (2012)
-
Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?
Bali, Turan G., (2013)
- More ...
-
Is there price discovery in equity options?
Muravyev, Dmitriy, (2013)
-
Is There Price Discovery in Equity Options?
Muravyev, Dmitriy, (2011)
-
Is There a Risk Premium in the Stock Lending Market? Evidence from Equity Options
Muravyev, Dmitriy, (2019)
- More ...