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Effects of the Covid-19 pandemic on derivatives markets : evidence from global futures and options exchanges

Emm, Ekaterina E.; Gay, Gerald D.; Ma, Han; Ren, Honglin - In: The journal of futures markets 42 (2022) 5, pp. 823-851

Persistent link: https://www.econbiz.de/10013187605

The determinants of open interest in option markets

Harris, Jeffrey H.; Shafer, Michael T. - In: The financial review : the official publication of the … 57 (2022) 2, pp. 295-318

Persistent link: https://www.econbiz.de/10013189511

Information embedded in options open interest and their utility in directional trading

Avinash; Mallikarjunappa, T. - In: Asian journal of management science and applications : AJMSA 3 (2017/2018) 4, pp. 279-301

Persistent link: https://www.econbiz.de/10012042365

Testing the informativeness of non-price variables with MIDAS touch

Kotyan, Avinash; Mallikarjunappa, T. - In: IIMB management review 32 (2020) 2, pp. 189-207

Persistent link: https://www.econbiz.de/10012489685

On the predictive role of large futures trades for S&P500 index returns : an analysis of COT data as an informative trading signal

Chen, Haojun; Maher, Daniela - In: Journal of international financial markets, … 27 (2013), pp. 177-201

Persistent link: https://www.econbiz.de/10010411744

Derivatives and default risk

Scholz, Sebastian - 2010

is less likely to be bailed out, the effect on upstream profits is ambiguous while consumers loose. Options are less … welfare increasing than forwards, but the difference is minimal. In the presence of bankruptcy, options are the preferred …

Persistent link: https://www.econbiz.de/10003951795

Leverage effect and introduction of options and futures impact on equity market : a study in Indian context

Kumar, Atul; Raman, T. V.; Rastogi, Sanjay - In: Indian journal of economics & business : IJEB 17 (2018) 2, pp. 213-224

Persistent link: https://www.econbiz.de/10012649820

Is Petrobras options market efficient? : a study using the delta-gamma neutral strategy

Araújo, Gustavo Silva; Ribeiro, Ricardo Alves Carmo - In: Latin American business review : journal of the … 17 (2016) 4, pp. 315-331

Persistent link: https://www.econbiz.de/10011649370

Commodity option pricing efficiency before black scholes merton

Chambers, David - 2019

Persistent link: https://www.econbiz.de/10012194325

Are behavioral biases stable across markets and prevalent across individuals? : evidence from individual betting choices

Andrikogiannopoulou, Angie; Papakonstantinou, Filippos - 2014

We use novel data on individual activity in a sports betting market to study the effect of past performance sequences on individual behavior in a real market. The revelation of fundamental values in this market enables us to disentangle whether behavior is caused by sentiment or by superior...

Persistent link: https://www.econbiz.de/10010338735

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