Similar Search Results

The information content of financial derivatives : empirical evidence

Wipplinger, Evert - 2013

Persistent link: https://www.econbiz.de/10010190940

Price discovery in the price disagreement between equity and option markets : evidence from SSE ETF50 options of China

Liu, Dehong; Qiu, Qi; Hughen, J. Christopher; Lung, Peter P. - In: International review of economics & finance : IREF 64 (2019), pp. 557-571

Persistent link: https://www.econbiz.de/10012372858

Are SPDR options good for the underlying stocks?

Liu, Shinhua - In: The quarterly journal of finance 6 (2016) 4, pp. 1-27

Persistent link: https://www.econbiz.de/10011585418

Which traders contribute most to price discovery? : evidence from the KOSPI 200 options market

Kang, Hankil; Kang, Jangkoo; Lee, Soonhee - In: Emerging markets finance & trade : a journal of the … 52 (2016) 10/12, pp. 2335-2347

Persistent link: https://www.econbiz.de/10011672513

Distilling private information from plain-vanilla options to predict future underlying stock price volatility : evidence from the H-shares of Chinese banks

Koutmos, Dimitrios - In: Research in international business and finance 37 (2016), pp. 391-405

Persistent link: https://www.econbiz.de/10011595294

The options market reaction to bank loan announcements

Anagnostopoulou, Seraina C.; Ferentinou, Aikaterini C.; … - In: Journal of financial services research : JFSR 53 (2018) 1, pp. 99-139

Persistent link: https://www.econbiz.de/10012023932

Informed options trading prior to takeover announcements : insider trading?

Augustin, Patrick; Brenner, Menachem; Subrahmanyam, Marti G. - In: Management science : journal of the Institute for … 65 (2019) 12, pp. 5697-5720

Persistent link: https://www.econbiz.de/10012146894

The pricing of jump propagation : evidence from spot and options markets

Du, Du; Luo, Dan - In: Management science : journal of the Institute for … 65 (2019) 5, pp. 2360-2387

Persistent link: https://www.econbiz.de/10012039789

Lead-lag relationship between returns and implied moments : evidence from KOSPI 200 intraday options data

Kim, Sol; Lee, Geul - In: Review of Pacific Basin financial markets and policies 20 (2017) 3, pp. 1-20

Persistent link: https://www.econbiz.de/10011752436

How dynamic hedging affects stock price movements : evidence from German option and certificate markets

Fischer, Georg - 2019

We examine the impact of dynamic hedging demand of German option and discount certificate markets on the autocorrelation of German stock price changes. We theoretically model the demand of liquidity providers in the discount certificate market, a structured financial product with a concave...

Persistent link: https://www.econbiz.de/10011960804

A service of the

zbw