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Four patterns of mispricing in binary option markets
Mapping Intimacies
◽
10.5204/thesis.eprints.208970
◽
2021
◽
Author(s):
Florian Héraud
Keyword(s):
Option Markets
Download Full-text
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References
Crash Discovery in Stock and Option Markets
SSRN Electronic Journal
◽
10.2139/ssrn.156729
◽
1999
◽
Cited By ~ 7
Author(s):
Gurdip S. Bakshi
◽
Dilip B. Madan
Keyword(s):
Option Markets
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International Evidence of Nonlinear Cointegration and Error-Correction between Spot and Option Markets
SSRN Electronic Journal
◽
10.2139/ssrn.2060995
◽
2012
◽
Author(s):
Eleftheria S. Kostika
◽
Raphael N. Markellos
◽
Thanos Andrikopoulos
◽
George Daskalakis
Keyword(s):
Error Correction
◽
Option Markets
◽
International Evidence
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Price Discovery Across Equity and Option Markets
SSRN Electronic Journal
◽
10.2139/ssrn.2325714
◽
2013
◽
Author(s):
Hayden Kane
Keyword(s):
Price Discovery
◽
Option Markets
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Informed Trading in Option Markets around Accelerated Share Repurchase Announcements
SSRN Electronic Journal
◽
10.2139/ssrn.2484361
◽
2017
◽
Author(s):
Ladshiya Atisoothanan
◽
Balasingham Balachandran
◽
Huu Nhan Duong
◽
Michael F. Theobald
Keyword(s):
Informed Trading
◽
Share Repurchase
◽
Option Markets
◽
Repurchase Announcements
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The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets
Journal of Business and Economic Statistics
◽
10.1080/07350015.2018.1564318
◽
2019
◽
Vol 38
(3)
◽
pp. 662-678
◽
Cited By ~ 8
Author(s):
Torben G. Andersen
◽
Nicola Fusari
◽
Viktor Todorov
Keyword(s):
Equity Premium
◽
Tail Risk
◽
Option Markets
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The Cross-Sectional Relationship Between Trading Costs and Lead/Lag Effects in Stock & Option Markets
Financial Review
◽
10.1111/j.1540-6288.1999.tb00471.x
◽
1999
◽
Vol 34
(4)
◽
pp. 95-117
◽
Cited By ~ 21
Author(s):
Matthew L. O'Connor
Keyword(s):
Stock Option
◽
Trading Costs
◽
Cross Sectional
◽
Option Markets
◽
Lag Effects
◽
The Cross
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Heterogeneous Beliefs, Public Information, and Option Markets
SSRN Electronic Journal
◽
10.2139/ssrn.1909492
◽
2011
◽
Author(s):
Zhenjiang Qin
Keyword(s):
Public Information
◽
Heterogeneous Beliefs
◽
Option Markets
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The effect of multiple listings on the bid-ask spread in option markets: The case of Montreal Exchange
Journal of Futures Markets
◽
10.1002/fut.10041
◽
2002
◽
Vol 22
(10)
◽
pp. 939-957
◽
Cited By ~ 4
Author(s):
Nabil Khoury
◽
Klaus P. Fischer
Keyword(s):
Option Markets
◽
Bid Ask Spread
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A Partial Equilibrium Model of Option Markets
SSRN Electronic Journal
◽
10.2139/ssrn.243460
◽
2000
◽
Cited By ~ 3
Author(s):
Dietmar P.J. Leisen
◽
Kenneth L. Judd
Keyword(s):
Equilibrium Model
◽
Partial Equilibrium
◽
Option Markets
◽
Partial Equilibrium Model
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Under Pressure: Identifying Temporary Stock Mispricing Using Option Markets
SSRN Electronic Journal
◽
10.2139/ssrn.2695145
◽
2015
◽
Cited By ~ 1
Author(s):
Luis Goncalves-Pinto
◽
Bruce D. Grundy
◽
Allaudeen Hameed
◽
Thijs van der Heijden
◽
Yichao Zhu
Keyword(s):
Option Markets
◽
Stock Mispricing
Download Full-text
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