Pre-trade hedging : Evidence from the issuance of retail structured products
Brian J. Henderson, Neil D. Pearson, Li Wang
| Year of publication: |
2020
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|---|---|
| Authors: | Henderson, Brian J. ; Pearson, Neil D. ; Wang, Li |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 137.2020, 1, p. 108-128
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| Subject: | Market manipulation | Structured equity products | Equity-linked securities | Delta hedging | Pre-trade hedging | Price impact | Hedging | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2020.02.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012631073