Pinning in the S&P 500 futures
Year of publication: |
2012
|
---|---|
Authors: | Golez, Benjamin ; Jackwerth, Jens Carsten |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 106.2012, 3, p. 566-585
|
Subject: | Pinning | Futures | Options | Option expiration | Hedging | Derivat | Derivative | Optionsgeschäft | Option trading | Theorie | Theory |
-
Case study of event risk management with options strangles and straddles
Kownatzki, Clemens, (2022)
-
Hedging pressure and liquidity provision in commodity options markets
Zhang, Tianyang, (2022)
-
Performance of two zero-cost derivative strategies under different market conditions
Basson, L. J., (2018)
- More ...
-
Quarter-of-a-Century of Dividend Pricing
Golez, Benjamin, (2020)
-
Funding Illiquidity Implied by S&P 500 Derivatives
Golez, Benjamin, (2018)
-
Financial market misconduct and public enforcement : the case of Libor manipulation
Gandhi, Priyank, (2017)
- More ...