This paper studies the effect of discrete dividends on the FTSE-100 index options valuation, following closely Harvey and Whaley's (1992) study on the S&P-100 index. To the best of our knowledge no such study was ever performed on FTSE-100 options, where the dividends have a discreteness pattern...

This article examines performance persistence of the S&P 500 stock index options from the period 2010 to 2022. Performance persistence in the investment literature was a major area of investigation for academics, investors and practitioners for more than 3 decades. This is the first study that...