in both withdrawn and completed merger deals to disentangle the effects of signaling from those of target valuation and … implied volatility of individual options on S&P 100 stocks and the ex-post realized volatility of the stocks following sharp … first to document a successful trading strategy involving writing individual stock options, even while taking transaction …

forward and options under different hedge ratios and various durations of the contracts. Afterwards the outcome is compared to … better means than options for currency risk insurance purposes. Moreover, it is demonstrated that hedging with the shortest …

investors selectively exploit the expiration feature of options to mitigate the psychological costs associated with selling … losing positions, generating a strong disposition effect especially for out-of-the-money options. They also use the strike …

options on futures. Binary and ordered logit models were used to find the statistical significance of the aforementioned … contract and options on futures models, found that the best way to pinpoint producers using either futures contracts or options …

executives have greater risk bearing preferences when they have more share options than shares in their firm. In turn, executives … risk and firm performance is weaker when executives hold a higher proportion of share options than shares in their … their firms' risk via share options are more likely to undertake risky activities with high-expected performance outcome. …

remedies to correct these distortions: (i) co-investment options purchased ex-ante by entrants from incumbents, and (ii) risk … premia paid ex-post by entrants. We show that co-investment options cannot fully reestablish total coverage, while premia can …

announcements and use at-the-money options to exploit their informational advantage. In the post-event period, however, informed … option investors trade by using deep-out-of-the-money and out-of-the-money options. We documented limited evidence on the …