Narrow search
Showing 1 - 10 of 10,584
Cover Image
Insider and liquidity trading in stock and options markets
Biais, Bruno - In: The review of financial studies 7 (1994) 4, pp. 743-780
Persistent link: https://www.econbiz.de/10001174798
Cover Image
Insider and liquidity trading in stock and options markets
Biais, Bruno; Hillion, Pierre Henri - In: New research in financial markets, (pp. 113-147). 2001
Persistent link: https://www.econbiz.de/10001674482
Cover Image
Information asymmetry in warrants and their underlying stocks on the stock exchange of Thailand
Visaltanachoti, Nuttawat; Charoenwong, Charlie; Ding, … - In: Journal of empirical finance 18 (2011) 3, pp. 474-487
Persistent link: https://www.econbiz.de/10009302085
Cover Image
The Asset Pricing Implications of Plausible Deniability
Back, Kerry E.; Carlin, Bruce Ian; Kazempour, Seyed Mohammad - National Bureau of Economic Research - 2021
We derive the effect of plausible deniability on asset risk premia in a dynamic setting with correlated firm values, systematic risk, and risk-averse investors. Firms optimally exercise American disclosure options, which are more valuable due to the possibility that other correlated firms may...
Persistent link: https://www.econbiz.de/10012482566
Cover Image
The Asset Pricing Implications of Plausible Deniability
Back, Kerry; Carlin, Bruce; Kazempour, Seyed Mohammad - 2021
We derive the effect of plausible deniability on asset risk premia in a dynamic setting with correlated firm values, systematic risk, and risk-averse investors. Firms optimally exercise American disclosure options, which are more valuable due to the possibility that other correlated firms may...
Persistent link: https://www.econbiz.de/10013243558
Cover Image
The Asset Pricing Implications of Plausible Deniability
Back, Kerry; Carlin, Bruce; Kazem Pour, Seyed Mohammad - 2022
We derive the effect of plausible deniability on asset risk premia in a dynamic setting with correlated firm values, systematic risk, and risk-averse investors. Firms optimally exercise American disclosure options, which are more valuable due to the possibility that other correlated firms may...
Persistent link: https://www.econbiz.de/10014237687
Cover Image
Comparing competition and collusion : a numerical approach
Bajari, Patrick L. - In: Economic theory : official journal of the Society for … 18 (2001) 1, pp. 187-205
Persistent link: https://www.econbiz.de/10001592831
Cover Image
The effects of information asymmetries on the ex-post success of stock option listings
Bernales, Alejandro - 2014
Persistent link: https://www.econbiz.de/10010438918
Cover Image
The impact of short sale restrictions on informed trading in the stock and options markets
Le, Van; Zurbruegg, Ralf - In: International review of economics & finance : IREF 41 (2016), pp. 262-273
Persistent link: https://www.econbiz.de/10011624726
Cover Image
The success of option listings
Bernales, Alejandro - In: Journal of empirical finance 40 (2017), pp. 139-161
Persistent link: https://www.econbiz.de/10011744471