Option straddle trading : financial performance and economic significance of direct profit forecast and conventional strategies
Year of publication: |
2003
|
---|---|
Authors: | Chen, An-sing ; Leung, Mark T. |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 10.2003, 8, p. 493-498
|
Subject: | Optionsgeschäft | Option trading | Prognoseverfahren | Forecasting model | USA | United States | Theorie | Theory |
-
On the use of implied volatilities in the prediction of successful corporate takeovers
Barone-Adesi, Giovanni, (1994)
-
US implied volatility as a predictor of international returns
Dicle, Mehmet F., (2017)
-
Tai, Tzu, (2017)
- More ...
-
Forecasting stock indices: a comparison of classification and level estimation models
Leung, Mark T., (2000)
-
The performance of enhanced-return index funds: evidence from bootstrap analysis
Chen, An-Sing, (2012)
-
Using investment portfolio return to combine forecasts: A multiobjective approach
Leung, Mark T., (2001)
- More ...