Similar Search Results

The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns

Diavatopoulos, Dean; Doran, James S.; Fodor, Andy; … - In: Journal of banking & finance 36 (2012) 3, pp. 786-802

Persistent link: https://www.econbiz.de/10009540475

Early experience of put options on stocks

Barraclough, Kathryn; Whaley, Robert E. - In: The journal of finance : the journal of the American … 67 (2012) 4, pp. 1423-1456

Persistent link: https://www.econbiz.de/10010219834

Going European from American : does style matter?

Pathak, Rajesh; Kumar, Satish; Ranajee, Ranajee - In: Managerial finance 43 (2017) 4, pp. 471-487

Persistent link: https://www.econbiz.de/10011704567

Option pricing of earnings announcement risks

Dubinsky, Andrew; Johannes, Michael; Kaeck, Andreas; … - In: The review of financial studies 32 (2019) 2, pp. 646-687

Persistent link: https://www.econbiz.de/10012033514

Does introduction of stock options impact stock volatility? : empirical evidence from underlying stocks in Indian market

Joshi, Himanshu - In: Theoretical economics letters 8 (2018) 10, pp. 1803-1815

Persistent link: https://www.econbiz.de/10011889154

Implied volatility in the individual stocks call options market : evidence from Malaysia

Azhar Mohamad; Muhammad Rizky Prima Sakti - In: Afro-Asian Journal of Finance and Accounting : AAJFA 8 (2018) 4, pp. 431-456

Persistent link: https://www.econbiz.de/10011978856

Positive stock information in out-of-the-money option prices

Gkionis, Konstantinos; Kostakis, Alexandros; … - 2018

We examine whether the option market leads the stock market with respect to positive in addition to negative price discovery. We document that out-of-themoney (OTM) option prices, which determine the Risk-Neutral Skewness (RNS) of the underlying stock return's distribution, can embed positive...

Persistent link: https://www.econbiz.de/10011872403