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Differences in options investors' expectations and the cross-section of stock returns

Andreou, Panayiotis C.; Kagkadis, Anastasios; Philip, Dennis - In: Journal of banking & finance 94 (2018), pp. 315-336

Persistent link: https://www.econbiz.de/10011966661

Investigating the influence of stock options trading activities on underlying stock valuation in Taiwan

Hsu, Ming-feng; Wang, Kehluh - In: The empirical economics letters : a monthly … 12 (2013) 9, pp. 995-1004

Persistent link: https://www.econbiz.de/10010362319

Gambling preference and individual equity option returns

Byun, Suk Joon; Kim, Da-Hea - In: Journal of financial economics 122 (2016) 1, pp. 155-174

Persistent link: https://www.econbiz.de/10011590896

Volatility information difference between CDS, options, and the cross section of options returns

Guo, Biao; Shi, Yukun; Xu, Yaofei - In: Quantitative finance 20 (2020) 12, pp. 2025-2036

Persistent link: https://www.econbiz.de/10012313548

Option Factor Momentum

Käfer, Niclas; Moerke, Mathis; Wiest, Tobias - 2023

We document profitable cross-sectional and time-series momentum in a broad set of 56 option factors constructed from monthly sorts on daily delta-hedged option positions. Option factor returns are highly autocorrelated, but momentum profits of strategies with longer formation periods are mainly...

Persistent link: https://www.econbiz.de/10014348978

Using sectoral indexes to discount the exercise price of employee stock poptions

Majewska, Agnieszka - In: Folia oeconomica Stetinensia : FOS 16 (2016) 1, pp. 174-185

Persistent link: https://www.econbiz.de/10011713573

Diluted earnings per share overstatement bias : including unrecognized employee compensation in proceeds from assumed exercise of employee stock options under the treasury stock me...

Doran, David T. - In: The journal of applied business research 29 (2013) 6, pp. 1657-1663

Persistent link: https://www.econbiz.de/10010229625

Employee stock options : an up-and-out protected barrier call

Anderson, Chris K.; Brisley, Neil - In: Applied mathematical finance 16 (2009) 3/4, pp. 347-352

Persistent link: https://www.econbiz.de/10003916197

Determining fair values of performance-vested and forfeiture-embedded employee stock options

Wu, Ming-cheng; Lin, I-cheng - In: Accounting and finance : journal of the Accounting … 53 (2013) 4, pp. 1083-1106

Persistent link: https://www.econbiz.de/10010240260

The non-uniform pricing effect of employee stock options using quantile regression

Kuo, Chii-shyan; Yu, Shihti - In: The North American journal of economics and finance : a … 26 (2013), pp. 400-415

Persistent link: https://www.econbiz.de/10010367576

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