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The interaction between the financial and investment decisions of the firm : the case of issuing warrants in a levered firm
Crouhy, Michel; Galai, Dan - 1991
Persistent link: https://www.econbiz.de/10000824793
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Der Informationsgehalt von Derivaten für die Geldpolitik : implizite Volatilitäten und Wahrscheinlichkeiten
Neuhaus, Holger - 1995
Persistent link: https://www.econbiz.de/10000550284
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Implied volatility in option prices and the lead-lag relation between stock and option prices
Boyle, Phelim P.; Park, Hun Y. - 1994
Persistent link: https://www.econbiz.de/10000952926
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Die Reaktion des Schweizer Aktienmarktes auf die Einführung standardisierter Aktienoptionen
Windlin, Peter - 1996
Persistent link: https://www.econbiz.de/10000953798
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Stock options and chief executive officer compensation
Yermack, David L. - 1994
Persistent link: https://www.econbiz.de/10000957610
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New evidence on price and volatility effects of stock option introductions
Kabir, Rezaul - 1997
Persistent link: https://www.econbiz.de/10000959703
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An overreaction implementation of the coherent market hypothesis and option pricing
Schöbel, Rainer (contributor); Veith, Jochen (contributor) - 2006
Inspired by the theory of social imitation (Weidlich 1970) and its adaptation to financial markets by the Coherent Market Hypothesis (Vaga 1990), we present a behavioral model of stock prices that supports the overreaction hypothesis. Using our dynamic stock price model, we develop a two factor...
Persistent link: https://www.econbiz.de/10003636657
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Trading options at expiration : strategies and models for winning the endgame
Augen, Jeff - 2009
Persistent link: https://www.econbiz.de/10003782033
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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