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Momentum, Market Regime and Stocks & Options Trading Strategies
Awoga CPA, PRM, Oluwaseyi (Tony) - 2019
This research project seeks to examine the relationship between momentum, stocks and options trading strategies. First, we examine a simple momentum trading strategy for stocks. These discussions are then extended and applied to options trading. Further, we explore how changes in economic...
Persistent link: https://www.econbiz.de/10012896228
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The information content in implied idiosyncratic volatility and the cross-section of stock returns : evidence from the option markets
Diavatopoulos, Dean; Doran, James S.; Peterson, David R. - In: The journal of futures markets 28 (2008) 11, pp. 1013-1039
Persistent link: https://www.econbiz.de/10003769957
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Impact de la liquidation d'une option sur un marché d'action
Boyer, Cécile; Demange, Gabrielle - In: Annales d'économie et de statistique (2004), pp. 119-139
Persistent link: https://www.econbiz.de/10002506300
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Die einkommen- und körperschaftsteuerliche Behandlung börsennotierter Aktienoptionen aus Käufersicht
Fleischmann, Michael S. - 1996
Persistent link: https://www.econbiz.de/10000573163
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Microstructure trading characteristics between warrants and their underlying stocks
Vilsaltanachoti, Nuttawat; Charoenwong, Charlie; Ding, … - 2004
Persistent link: https://www.econbiz.de/10002120530
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A tale of two indices
Carr, Peter; Wu, Liuren - In: The journal of derivatives : the official publication … 13 (2006) 3, pp. 13-29
Persistent link: https://www.econbiz.de/10003321077
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Do option markets substitute for stock markets? Evidence from trading on anticipated tender offer announcements
Arnold, Tom; Erwin, Gayle R.; Nail, Lance; Nixon, Terry - In: International review of financial analysis 15 (2006) 3, pp. 247-255
Persistent link: https://www.econbiz.de/10003348604
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Derivatives trading and the volume-volatility link in the Indian stock market
Bhaumik, Sumon Kumar; Karanasos, Menelaos; Kartsaklas, A. - 2008
Persistent link: https://www.econbiz.de/10003792668
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Empirical properties of straddle returns
Goltz, Felix; Lai, Wan Ni - In: The journal of derivatives : the official publication … 17 (2009/10) 1, pp. 38-48
Persistent link: https://www.econbiz.de/10003892317