Similar Search Results

Predictive power of implied volatility of structured call warrants : evidence from Singapore

Najmi Ismail Murad Samsudin; Azhar Mohamad; Imtiaz … - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4412-4430

Persistent link: https://www.econbiz.de/10013461338

An analysis of the covered warrants listed on the Athens Exchange

Siriopoulos, Costas; Fassas, Athanasios P. - In: Journal of risk & control 1 (2014) 1, pp. 13-30

Persistent link: https://www.econbiz.de/10010509213

Implied volatility of structured warrants : emerging market evidence

Najmi Ismail Murad Samsudin; Azhar Mohamad; Imtiaz … - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 464-479

Persistent link: https://www.econbiz.de/10012655531

Implied volatility forecast and option trading strategy

Liu, Dehong; Liang, Yucong; Zhang, Lili; Lung, Peter P.; … - In: International review of economics & finance : IREF 71 (2021), pp. 943-954

Persistent link: https://www.econbiz.de/10012630807

Pricing vanilla options using artificial neural networks : application to the South African market

Du Plooy, Ryno; Venter, Pierre J. - In: Cogent economics & finance 9 (2021) 1, pp. 1-15

European call options using a constructed implied volatility surface. The prices generated by the ANN were compared to the …

Persistent link: https://www.econbiz.de/10013183896

Informational content of volatility forecasts in Eurodollar markets

Kim, Kwanho - In: Global business and finance review 21 (2016) 2, pp. 86-99

Persistent link: https://www.econbiz.de/10011607982

Volatility Discovery and Volatility Quoting on Markets for Options and Warrants

Baule, Rainer - 2020

is an open question if warrant issuers purely adopt options market information about future volatility or if they … contribute to volatility discovery by their own. As a result, the options market is in a clear informational leadership with an … information share highly significant above 0.5. Nevertheless, the aggregated warrants market also contributes to volatility …

Persistent link: https://www.econbiz.de/10012853678