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The information content of alternate implied volatility models : case of Indian markets
Kumar, A. Vinay; Jaiswal, Shikha - In: Journal of emerging market finance 12 (2013) 3, pp. 293-321
Persistent link: https://www.econbiz.de/10010360587
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The role of derivatives in the financial crisis and their impact on security prices
Stunda, Ronald A. - In: Accounting & taxation : AT 6 (2014) 1, pp. 39-50
Persistent link: https://www.econbiz.de/10010360959
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The price of political uncertainty : theory and evidence from the option market
Kelly, Bryan T.; Pástor, Ľuboš; Veronesi, Pietro - 2014
Persistent link: https://www.econbiz.de/10010240002
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The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen V. K.; Stentoft, Lars; Violante, Franceso - In: International journal of forecasting 30 (2013) 1, pp. 78-98
Persistent link: https://www.econbiz.de/10010247010
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Variance trading and market price of variance risk
Bondarenko, Oleg - In: Journal of econometrics 180 (2014) 1, pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
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Executive options with inflated equity prices
Wilson, Linus; Wu, Yan Wendy - In: International journal of managerial finance : IJMF 10 (2014) 3, pp. 266-292
Persistent link: https://www.econbiz.de/10010382207
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Option implied information for quantitative asset management
Ordu, Umut - 2012
Persistent link: https://www.econbiz.de/10010384134
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The information content of option-based forecasts of volatility : evidence from the Italian stock market
Muzzioli, Silvia - In: The quarterly journal of finance 3 (2013) 1, pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
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The value of corporate voting rights embedded in option prices
Kind, Axel; Poltera, Marco - In: The journal of corporate finance : contracting, … 22 (2013), pp. 16-34
Persistent link: https://www.econbiz.de/10010126262
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An option to cheat : an application of option theory to realize flipping in underpricing
Stojkovic, Jovan - 2013
The paper proposes a novel direction to rationalize and quantify investors' flipping behavior and its effect on underpricing in IPOs through the use of a structural approach mode. The outcome is a proxy value that replicates investors' flipping behavior. When tested empirically, the model...
Persistent link: https://www.econbiz.de/10010258983