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that the futures contracts, the call futures options and the put futures options can be matched within a one … opportunities is very limited due to the small trading volumes of the futures and options contracts. Thus, we conclude that there is … no strong evidence against the arbitrage efficiency between the SPI index futures and options markets in Australia …
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earns abnormal returns of 1.55% through the end of the quarter. Net of fees, hedge funds using options deliver higher …
Persistent link: https://www.econbiz.de/10010617612
-of-the-money options contains more information about future volatility than does historical volatility. On the other hand, the implied …
Persistent link: https://www.econbiz.de/10010631373
is less likely to be bailed out, the effect on upstream profits is ambiguous while consumers loose. Options are less … welfare increasing than forwards, but the difference is minimal. In the presence of bankruptcy, options are the preferred …
Persistent link: https://www.econbiz.de/10008486946
The effect of options’ introduction on underlying market is one of the frequently debated themes in financial research …. A significant body of literature addresses the question of effects of options’ introduction. The critical review of the … consensus, but there is little evidence for the destabilization effect of options. Given increasing growth of options in …
Persistent link: https://www.econbiz.de/10011258169
Investor sentiment is an important aspect of behavioural finance, which provides explanation of anomalies to the asset's intrinsic values. Sentiments can easily affect individual investors. Historically, Australia is regarded as rich in resources but poor in capital, and this motivates the paper...
Persistent link: https://www.econbiz.de/10012611509
This paper is an evaluation of long-term cumulative returns (CAR's) based on Twitter broadcasts by highly influential market agents. We look at the information content of Elon Musk, CEO of SpaceX, Tesla and Twitter Inc. and the former US President Donald Trump. The principal objectives of this...
Persistent link: https://www.econbiz.de/10014317110
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