𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Individual and Territorial Equity

✍ Scribed by R. J. Bennett

Book ID
109147696
Publisher
John Wiley and Sons
Year
2010
Tongue
English
Weight
674 KB
Volume
15
Category
Article
ISSN
0016-7363

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Options listings and individual equity v
Options listings and individual equity volatility
✍ Daniel Jubinski; Marc Tomljanovich πŸ“‚ Article πŸ“… 2006 πŸ› John Wiley and Sons 🌐 English βš– 211 KB

## Abstract This article examines the effect of options introduction on the conditional volatility of 1,576 individual firms over the 1973–1996 time period. With the use of a GJR‐GARCH specification for daily volatility, it is found, for the majority of firms, that option listing does not impact th

Price Clustering in Individual Equity Op
Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level
✍ Owain ap Gwilym; Thanos Verousis πŸ“‚ Article πŸ“… 2012 πŸ› John Wiley and Sons 🌐 English βš– 605 KB

Equity options have a significant influence on the price discovery process. This study presents unique evidence of substantial price clustering in individual equity options contracts. A particular contribution arises from investigating competing hypotheses on the roles of moneyness and maturity as d

Territorial
Territorial
✍ Armstrong, Kelley πŸ“‚ Fiction πŸ“… 0 🌐 English βš– 243 KB