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There are 3186 results for: content related to: Mathematical Models for Stock Pinning near Option Expiration Dates

  1. Early Exercise of Put Options on Stocks

    The Journal of Finance

    Volume 67, Issue 4, August 2012, Pages: 1423–1456, KATHRYN BARRACLOUGH and ROBERT E. WHALEY

    Article first published online : 19 JUL 2012, DOI: 10.1111/j.1540-6261.2012.01752.x

  2. Measuring Investment Distortions when Risk-Averse Managers Decide Whether to Undertake Risky Projects

    Financial Management

    Volume 34, Issue 1, March 2005, Pages: 21–60, Robert Parrino, Allen M. Poteshman and Michael S. Weisbach

    Article first published online : 27 OCT 2008, DOI: 10.1111/j.1755-053X.2005.tb00091.x

  3. Volatility Information Trading in the Option Market

    The Journal of Finance

    Volume 63, Issue 3, June 2008, Pages: 1059–1091, SOPHIE X. NI, JUN PAN and ALLEN M. POTESHMAN

    Article first published online : 9 MAY 2008, DOI: 10.1111/j.1540-6261.2008.01352.x

  4. Empirical Comparison of Alternative Implied Volatility Measures of the Forecasting Performance of Future Volatility

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 1, February 2012, Pages: 103–124, Dong Woo Rhee, Suk Joon Byun and Sol Kim

    Article first published online : 9 FEB 2012, DOI: 10.1111/j.2041-6156.2011.01066.x

  5. Is investor misreaction economically significant? Evidence from short- and long-term S&P 500 index options

    Journal of Futures Markets

    Volume 25, Issue 8, August 2005, Pages: 717–752, Charles Cao, Haitao Li and Fan Yu

    Article first published online : 8 JUN 2005, DOI: 10.1002/fut.20170

  6. Stock Pinning

    Standard Article

    Encyclopedia of Quantitative Finance

    Mike Lipkin

    Published Online : 15 MAY 2010, DOI: 10.1002/9780470061602.eqf07023

  7. Options Trading and the Extent that Stock Prices Lead Future Earnings Information

    Journal of Business Finance & Accounting

    Volume 39, Issue 7-8, September/October 2012, Pages: 960–996, Cameron Truong

    Article first published online : 5 JUL 2012, DOI: 10.1111/j.1468-5957.2012.02293.x

  8. On the Demand for Portfolio Insurance

    Risk Management and Insurance Review

    Volume 16, Issue 2, Fall 2013, Pages: 167–193, Andy Fodor, James S. Doran, James M. Carson and David P. Kirch

    Article first published online : 21 OCT 2013, DOI: 10.1111/rmir.12009

  9. Is reversal of large stock-price declines caused by overreaction or information asymmetry: Evidence from stock and option markets

    Journal of Futures Markets

    Volume 29, Issue 4, April 2009, Pages: 348–376, Hyung-Suk Choi and Narayanan Jayaraman

    Article first published online : 23 JAN 2009, DOI: 10.1002/fut.20360

  10. The information content of option implied volatility surrounding the 1997 Hong Kong stock market crash

    Journal of Futures Markets

    Volume 27, Issue 6, June 2007, Pages: 555–574, Joseph K. W. Fung

    Article first published online : 4 APR 2007, DOI: 10.1002/fut.20259

  11. You have free access to this content
    The Joint Cross Section of Stocks and Options

    The Journal of Finance

    Accepted manuscript online: 28 MAY 2014, BYEONG-JE AN, ANDREW ANG, TURAN G. BALI and NUSRET CAKICI

    DOI: 10.1111/jofi.12181

  12. Option Prices Leading Equity Prices: Do Option Traders Have an Information Advantage?

    Journal of Accounting Research

    Volume 50, Issue 2, May 2012, Pages: 401–432, WEN JIN, JOSHUA LIVNAT and YUAN ZHANG

    Article first published online : 24 FEB 2012, DOI: 10.1111/j.1475-679X.2012.00439.x

  13. Azabrendanes. III. Synthesis of stereoisomeric exo- and endo-5-acylaminomethyl-exo-2,3-epoxybicyclo[2.2.1]heptanes and their reduction by lithium aluminum hydride

    Heteroatom Chemistry

    Volume 12, Issue 3, 2001, Pages: 119–130, Lilija I. Kasyan, Igor N. Tarabara, Oxana A. Savel'yeva and Andrey O. Kasyan

    Article first published online : 30 MAY 2001, DOI: 10.1002/hc.1020

  14. Deviations from Put–Call Parity and Volatility Prediction: Evidence from the Taiwan Index Option Market

    Journal of Futures Markets

    Chin-Ho Chen, Huimin Chung and Shu-Fang Yuan

    Article first published online : 12 FEB 2014, DOI: 10.1002/fut.21655

  15. Effects of taxation for option writers: an Australian perspective

    Accounting & Finance

    Volume 47, Issue 1, March 2007, Pages: 23–45, Karen Alpert and Warren James Knight

    Article first published online : 27 FEB 2007, DOI: 10.1111/j.1467-629X.2007.00210.x

  16. Options and the Bubble

    The Journal of Finance

    Volume 61, Issue 5, October 2006, Pages: 2071–2102, ROBERT BATTALIO and PAUL SCHULTZ

    Article first published online : 19 SEP 2006, DOI: 10.1111/j.1540-6261.2006.01051.x

  17. Options on federal funds futures and interest rate volatility

    Journal of Futures Markets

    Volume 32, Issue 4, April 2012, Pages: 330–359, Jahangir Sultan

    Article first published online : 14 APR 2011, DOI: 10.1002/fut.20524

  18. Azabrendanes. I. Synthesis, structure and spectral parameters of N-(arylsulfonyl)-exo-2-hydroxy-4-azatricyclo[4.2.1.03,7]nonanes

    Heteroatom Chemistry

    Volume 8, Issue 2, 1997, Pages: 177–184, Lilija I. Kasyan, Sergey V. Sereda, Konstantin A. Potekhin and Andrey O. Kasyan

    Article first published online : 7 DEC 1998, DOI: 10.1002/(SICI)1098-1071(1997)8:2<177::AID-HC10>3.0.CO;2-O

  19. Tipping and Option Trading

    Financial Management

    Accepted manuscript online: 13 FEB 2014, Pei Peter Lung and Pisun Tracy Xu

    DOI: 10.1111/fima.12052

  20. The Impacts of Individual and Institutional Trading on Futures Returns and Volatility: Evidence from Emerging Index Futures Markets

    Journal of Futures Markets

    Wen-Hsiu Kuo, San-Lin Chung and Chiao-Yi Chang

    Article first published online : 20 JUN 2014, DOI: 10.1002/fut.21683