## Abstract The role of option markets is reexamined in the reversal process of stock prices following stock price declines of 10% or more. A matched pair of optionable and nonoptionable firms is randomly selected when their price declines by 10% or more on the same date. The authors examine the 1,
β¦ LIBER β¦
Overreaction to stock market news and misevaluation of stock prices by unsophisticated investors: Evidence from the option market
β Scribed by Reza S. Mahani; Allen M. Poteshman
- Book ID
- 116641651
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 473 KB
- Volume
- 15
- Category
- Article
- ISSN
- 0927-5398
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Is reversal of large stock-price decline
β
Hyung-Suk Choi; Narayanan Jayaraman
π
Article
π
2009
π
John Wiley and Sons
π
English
β 189 KB
Stock Options and Firm Performance: New
β
Thouraya Triki; Loredana Ureche-Rangau
π
Article
π
2012
π
John Wiley and Sons
π
English
β 294 KB
Overreaction effects independent of risk
β
Chaoshin Chiao; C. James Hueng
π
Article
π
2005
π
Elsevier Science
π
English
β 257 KB
Interaction of investor trades and marke
β
Kee-Hong Bae; Takeshi Yamada; Keiichi Ito
π
Article
π
2008
π
Elsevier Science
π
English
β 223 KB
Tick sizes and relative rates of price d
β
Yu-Lun Chen; Yin-Feng Gau
π
Article
π
2009
π
John Wiley and Sons
π
English
β 163 KB
π 2 views
## Abstract This study examines the competition in price discovery among stock index, index futures, and index options in Taiwan. The priceβdiscovery ability of the Taiwan Top 50 Tracker Fund, an exchangeβtraded fund based on the Taiwan 50 index is examined. The authors find that, after the minimum
Informed traders and their market prefer
β
Joshua Turkington; David Walsh
π
Article
π
2000
π
Elsevier Science
π
English
β 138 KB