✦ LIBER ✦

Option implied volatilities and the cost of issuing equity

✍ Scribed by Fodor, Andy; Gokkaya, Sinan

Book ID: 125824515
Publisher: Elsevier Science
Year: 2014
Tongue: English
Weight: 400 KB
Volume: 47
Category: Article
ISSN: 0378-4266
DOI: 10.1016/j.jbankfin.2014.06.019

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Option implied cost of equity and its pr

Option implied cost of equity and its properties

✍ António Câmara; San-Lin Chung; Yaw-Huei Wang 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 321 KB

## Abstract The estimation of the cost of equity capital (COE) is one of the most important tasks in financial management. Existing approaches compute the COE using historical data, i.e. they are backward‐looking methods. This study derives a method to calculate forward‐looking estimates of the COE

Equity value, implied cost of equity and

Equity value, implied cost of equity and shareholders’ real options

✍ Byungcherl Charlie Sohn 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 217 KB

The effect of mergers on implied volatil

The effect of mergers on implied volatility of equity options

✍ Gero Geppert; David R. Kamerschen 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 196 KB

The relation between implied and realise

The relation between implied and realised volatility in the Danish option and equity markets

✍ Charlotte Strunk Hansen 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 556 KB

Trading volume, heterogeneity of expecta

Trading volume, heterogeneity of expectations, and the disperson of volatilities implied by option prices

✍ Robert R. Trippi; Richard B. Harriff 📂 Article 📅 1993 🏛 Springer US 🌐 English ⚖ 739 KB

Information content of volatilities impl

Information content of volatilities implied by option premiums in grain futures markets

✍ William W. Wilson; Hung-Gay Fung 📂 Article 📅 1990 🏛 John Wiley and Sons 🌐 English ⚖ 907 KB

Although the interest rate needs to be forecast, the study by Plato (1985) and others have shown that the interest rate forecast has little impact on the option premium. Therefore, the observed Treasury Bill interest rate is used as the parameter in this study.