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What Do We Know About Individual Equity Options? · Study

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ArticleWhat Do We Know About Individual Equity Options?

Alejandro Bernales2019

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Articlegreen2019

What Do We Know About Individual Equity Options?

Alejandro Bernales · Thanos Verousis · Nikolaos Voukelatos · Mengyu Zhang

15 citations·0/0 files stored·Journal of Futures Markets

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Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

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References

1973The Pricing of Options and Corporate Liabilities 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1996Liquidity, Information, and Infrequently Traded Stocks 2002Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options 1998The relation between implied and realized volatility 1998Option Volume and Stock Prices: Evidence on Where Informed Traders Trade 2000Option Prices, Implied Price Processes, and Stochastic Volatility 2006The Information in Option Volume for Future Stock Prices

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2013The Joint Cross Section of Stocks and Optionsreport · 23 shared references 2014The Joint Cross Section of Stocks and Optionsarticle · 22 shared references 2017Option Listing and Information Asymmetryarticle · 22 shared references 2009How Option Markets Affect Price Discovery on the Spot Markets: A Survey of the Empirical Literature and Synthesisarticle · 22 shared references 2016The success of option listingsarticle · 19 shared references 2014Trading Cost Dynamics of Market Making in Equity Optionspreprint · 19 shared references

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Year2019

Typearticle

Published2019-01-01

VenueJournal of Futures Markets

ISSN-L0270-7314

Languageen

Citations15

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1002/fut.22066

openalex_workW2947350074

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