The costly trade theory predicts that it is much more difficult to exploit long-term private
information than short-term. Thus, there is less long-term information impounded in prices …

The rich variety of securities innovations in recent years continues to intrigue academicians
and practitioners alike. The array of innovative securities includes a variety of equity-linked …

Assuming the underlying asset price remains constant, previous studies show that the time
value of an option decays gradually at a rate that accelerates over time and peaks at the …

Previous studies have shown a positive price effect on the underlying security with the
introduction of short‐term options on an organized exchange. This effect apparently …

Following the introduction of mandatory superannuation provision in Australia,
superannuation fund managers and trustees are faced with the conflicting objectives of high …

RESUMO O Seguro de Carteira Baseado em Opções deve evitar perdas e capturar ganhos,
pelo custo de um “prêmio”, mas na prática o custo do prêmio pode ser muito alto para …

We test for changes in liquidity around LEAPS option introduction and find two results that
address important disputes in the literature. First, we find that the impact of LEAPS upon …

Previous studies have shown a positive price effect on the underlying security with the
introduction of shortterm options on an organized exchange. This effect apparently …

I empirically examine the theoretical determinants of the firm's investment decision. The first
essay examines the evidence on the value of internal financing to the firm. A pooled cross …

Capital ideas and market realities : option replication, investor behavior, and stock market
crashes | CiNii Research CiNii 国立情報学研究所 学術情報ナビゲータ[サイニィ] 詳細へ移動 検索 …