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Investment disputes and their explicit role in option market uncertainty and overall risk instability

Drábek, Zdeněk; Kopa, Miloš; Maciak, Matúš; … - In: Computational management science 20 (2023) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10014391957

Uncertainty measure : as a proxy for the degree of market imperfection

Zhang, Hailiang; Muhammad, Atif Sattar; Wang, Haijun - In: International review of economics & finance : IREF 89 (2024) 2, pp. 159-171

Persistent link: https://www.econbiz.de/10014446735

Demand-Based Option Pricing

Garleanu, Nicolae Bogdan; Pedersen, Lasse Heje; … - C.E.P.R. Discussion Papers - 2005

We model the demand-pressure effect on prices when options cannot be perfectly hedged. The model shows that demand pressure in one option contract increases its price by an amount proportional to the variance of the unhedgeable part of the option. Similarly, the demand pressure increases the...

Persistent link: https://www.econbiz.de/10005067592

Uncertainty measures and sector-specific reits in a regime-switching environment

Demiralay, Sercan; Kilincarslan, Erhan - In: The journal of real estate finance and economics 69 (2024) 3, pp. 545-584

Persistent link: https://www.econbiz.de/10015080954

Bank stability and dividend policy

Tran, Dung Viet - In: Cogent Economics & Finance 9 (2021) 1, pp. 1-21

Relying on a US bank sample, we document the double-edged sword of dividends on the bank's riskiness. Paying dividends … exposes banks to stricter market discipline, then decreases the risk-taking behaviors of bank management compared with non …-payers, consistent with the Dividend-Stability Channel. However, among banks that pay dividends, excessive dividends makes them riskier …

Persistent link: https://www.econbiz.de/10014001425