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A regression analysis of the effects of option introduction on stock variances
Freund, Steven - In: The journal of derivatives : the official publication … 1 (1994) 3, pp. 25-38
Persistent link: https://www.econbiz.de/10001219483
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Trading in the options market around financial analysts' consensus revisions
Hayunga, Darren K.; Lung, Peter P. - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 725-747
Persistent link: https://www.econbiz.de/10010487740
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Trading in the Options Market Around the Financial Analysts’ Consensus Revision
Hayunga, Darren K. - 2015
This article investigates the options market around a revision in the financial analysts' consensus recommendation. The results demonstrate that options investors trade in the correct direction of the upcoming revision approximately three days prior to the announcement. We find this behavior in...
Persistent link: https://www.econbiz.de/10013036070
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Börsengang deutscher Unternehmen in den USA : Betrachtung aus kapitalmarkttheoretischer und strategischer Sicht
Toepfer, Thomas - 1999
Persistent link: https://www.econbiz.de/10001421059
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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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Does the option market produce superior forecasts of noise-corrected volatility measures?
Martin, Gael M.; Reidy, Andrew; Wright, Jill - In: Journal of applied econometrics 24 (2009) 1, pp. 77-104
Persistent link: https://www.econbiz.de/10003807531
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The volatility edge in options trading : new technical strategies for investing in unstable markets
Augen, Jeff - 2008
Persistent link: https://www.econbiz.de/10003479607
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Does the option market produce superior forecasts of noise-corrected volatility measures?
Martin, Gael M.; Reidy, Andrew; Wright, Jill - 2007
Persistent link: https://www.econbiz.de/10003486448
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Higher order Greeks
Ederington, Louis H.; Guan, Wei - In: The journal of derivatives : the official publication … 14 (2007) 3, pp. 7-34
Persistent link: https://www.econbiz.de/10003447122
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Call-put implied volatility spreads and option returns
Doran, James S.; Fodor, Andy; Jiang, Danling - In: Review of asset pricing studies 3 (2013) 2, pp. 258-290
Persistent link: https://www.econbiz.de/10010249050