Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
An Empirical Examination Of The Impact Of Options Trading On The Underlying Stocks
Download An Empirical Examination Of The Impact Of Options Trading On The Underlying Stocks full books in PDF, epub, and Kindle. Read online An Empirical Examination Of The Impact Of Options Trading On The Underlying Stocks ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Book Synopsis Derivatives and Hedge Funds by : Stephen Satchell
Download or read book Derivatives and Hedge Funds written by Stephen Satchell and published by Springer. This book was released on 2016-05-18 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the last 20 years hedge funds and derivatives have fluctuated in reputational terms; they have been blamed for the global financial crisis and been praised for the provision of liquidity in troubled times. Both topics are rather under-researched due to a combination of data and secrecy issues. This book is a collection of papers celebrating 20 years of the Journal of Derivatives and Hedge Funds (JDHF). The 18 papers included in this volume represent a small sample of influential papers included during the life of the Journal, representing industry-orientated research in these areas. With a Preface from co-editor of the journal Stephen Satchell, the first part of the collection focuses on hedge funds and the second on markets, prices and products.
Book Synopsis The Empirical Analysis of Liquidity by : Craig Holden
Download or read book The Empirical Analysis of Liquidity written by Craig Holden and published by Now Publishers. This book was released on 2014-11-28 with total page 90 pages. Available in PDF, EPUB and Kindle. Book excerpt: We provide a synthesis of the empirical evidence on market liquidity. The liquidity measurement literature has established standard measures of liquidity that apply to broad categories of market microstructure data. Specialized measures of liquidity have been developed to deal with data limitations in specific markets, to provide proxies from daily data, and to assess institutional trading programs. The general liquidity literature has established local cross-sectional patterns, global cross-sectional patterns, and time-series patterns.
Book Synopsis Option Strategies for Earnings Announcements by : Ping Zhou
Download or read book Option Strategies for Earnings Announcements written by Ping Zhou and published by FT Press. This book was released on 2012-10-15 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: By trading on corporate earnings, investors can reliably profit in both up and down markets, while avoiding market risk for nearly the entire quarter. In this book, two leading traders and portfolio managers present specific, actionable techniques anyone can use to capture these sizable profits. Ping Zhou and John Shon have performed an unprecedented empirical analysis of thousands of stocks, reviewing tens of millions of data points associated with option prices, earnings announcement returns, and fundamentals. Their massive analysis has identified consistent opportunities associated with focusing on the magnitude of the market’s reaction to earnings, not its direction. Option Trading Set-Ups for Corporate Earnings News offers concrete guidance for improving the likelihood of making correct forecasts, and managing the risks of incorrect forecasts. It introduces several ways to exploit option trading opportunities around earnings news, discuss crucial issues that most retail investors haven’t considered, and explore aspects of earnings-related option trading that have never been empirically examined and documented before. For example, they identify hidden patterns and potential opportunities based on valuation, industry, volatility, analyst forecasts, seasonality, and trades that immediately follow earnings announcements. Simply put, trading on earnings reports offers immense profit opportunities, if you know how. This book provides incontrovertible facts and detailed strategies, not just theories and anecdotes!
Book Synopsis An Empirical Analysis of the Impact of the Deficit Reduction Act of 1984 on Corporate Dividend Capture Activity by : David Kenneth Schlichting
Download or read book An Empirical Analysis of the Impact of the Deficit Reduction Act of 1984 on Corporate Dividend Capture Activity written by David Kenneth Schlichting and published by . This book was released on 1988 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Handbook of the Economics of Finance by : G. Constantinides
Download or read book Handbook of the Economics of Finance written by G. Constantinides and published by Elsevier. This book was released on 2003-11-04 with total page 698 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volume 1B covers the economics of financial markets: the saving and investment decisions; the valuation of equities, derivatives, and fixed income securities; and market microstructure.
Book Synopsis The Empirical Examination of the Effect of the Introduction of Put Option on Stock Returns by : Lin-Lin Tang
Download or read book The Empirical Examination of the Effect of the Introduction of Put Option on Stock Returns written by Lin-Lin Tang and published by . This book was released on 1989 with total page 96 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis An Empirical Analysis of Stock Option Valuation Methodologies in Closely Held U S Corporations by : Mike Fred Balm
Download or read book An Empirical Analysis of Stock Option Valuation Methodologies in Closely Held U S Corporations written by Mike Fred Balm and published by Universal-Publishers. This book was released on 2009-05 with total page 126 pages. Available in PDF, EPUB and Kindle. Book excerpt: The introduction of fair value accounting for stock options has required private companies to apply stock option valuation methodologies that were designed to be applied to their public counterparts. The two recommended methodologies, the Black-Scholes formula and the Binomial Lattice model, require the valuator to provide an input for estimated volatility; for private companies that do not have a trading history there is limited guidance regarding the determination of volatility, which results in diverging and incorrect estimates. Based on a sample representing 178 companies who filed and completed an IPO in 2006, this study analyzed the accuracy of the recommended valuation methodologies when applied to closely held US corporations. The study outlines the importance of volatility to the value of the options and proceeds to document, by comparing the private (pre-IPO) and public (post-IPO) data, that in 51% of the cases the volatility was either over- or under-stated by more than 10%. In addition, the study shows a bias towards overstatement in the less than 10% variance group. The study further demonstrates that a marginal change in volatility has a significant impact on the company's total stock-based compensation expense and consequently misstates earnings.
Book Synopsis Information Frequency by : Aswath Damodaran
Download or read book Information Frequency written by Aswath Damodaran and published by . This book was released on 1987 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Financial Mathematics of Market Liquidity by : Olivier Gueant
Download or read book The Financial Mathematics of Market Liquidity written by Olivier Gueant and published by CRC Press. This book was released on 2016-03-30 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is among the first to present the mathematical models most commonly used to solve optimal execution problems and market making problems in finance. The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making presents a general modeling framework for optimal execution problems-inspired from the Almgren-Chriss app
Book Synopsis Journal of the Midwest Finance Association by : Midwest Finance Association
Download or read book Journal of the Midwest Finance Association written by Midwest Finance Association and published by . This book was released on 1992 with total page 378 pages. Available in PDF, EPUB and Kindle. Book excerpt: Includes selected papers presented at its annual meeting.
Download or read book ICEMME 2023 written by Nikolaos Freris and published by European Alliance for Innovation. This book was released on 2024-02-27 with total page 822 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 2023 5th International Conference on Economic Management and Model Engineering (ICEMME 2023) was held on November 17-19, 2023 in Beijing, China. The primary objective of this conference is to facilitate the exchange of ideas and knowledge among researchers, scholars, and practitioners in the field of economic management and modeling engineering. Through presentations, discussions, and networking opportunities, participants will have the chance to explore the latest advancements, methodologies, and best practices in these areas. The conference was focused on three main themes: Enterprise Economic Management and Market Mechanism Assessment; Data Statistical Analysis and Economic Forecasting; Industrial Structure Optimization and Economic Green Development. For readers, this collection of papers offers a comprehensive insight into cutting-edge research and case studies, providing valuable information on current trends, challenges, and opportunities in economic management and modeling engineering. Readers will benefit from the diverse perspectives and innovative approaches presented in these papers, inspiring new ideas and solutions for their own research endeavors. Moreover, the positive influence of this conference extends beyond the current discussions. It is expected that the findings and recommendations shared in these proceedings will serve as a foundation for future research in the field of economic management and modeling engineering. By fostering collaboration, knowledge sharing, and academic discourse, this conference aims to contribute to the advancement of the field and stimulate further research initiatives in the years to come.
Book Synopsis American Doctoral Dissertations by :
Download or read book American Doctoral Dissertations written by and published by . This book was released on 1996 with total page 872 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Options Markets written by John C. Cox and published by Prentice Hall. This book was released on 1985 with total page 518 pages. Available in PDF, EPUB and Kindle. Book excerpt: Includes the first published detailed description of option exchange operations, the first published treatment using only elementary mathematics and the first step-by-step procedure for implementing the Black-Scholes formula in actual trading.
Book Synopsis Empirical Asset Pricing by : Wayne Ferson
Download or read book Empirical Asset Pricing written by Wayne Ferson and published by MIT Press. This book was released on 2019-03-12 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.
Book Synopsis Economic Events, Information Structure and the Return Generating Process by : Aswath Damodaran
Download or read book Economic Events, Information Structure and the Return Generating Process written by Aswath Damodaran and published by . This book was released on 1987 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Technical Analysis for the Trading Professional by : Constance M. Brown
Download or read book Technical Analysis for the Trading Professional written by Constance M. Brown and published by McGraw Hill Professional. This book was released on 1999-04-21 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: "There are fifteen major breakthroughs in technical analysis! SEVEN of these breakthroughs are new, never-before-revealed material!" - George Lane, Stochastics Originator. As professional traders approach the 21st century, accelerating technological change threatens to make conventional technical studies and indicators ineffective. To compete in this changing environment, these professionals need radical new uses and combinations of indicators and formulas to keep their competitive edge. Not a primer for the novice, TECHNICAL ANALYSIS FOR THE TRADING PROFESSIONAL resets the scales, arming today's professional trader with new, unique, and never-before-seen formulas and uses of key market indicators and techniques.
Book Synopsis The Complete Options Trader by : Michael C. Thomsett
Download or read book The Complete Options Trader written by Michael C. Thomsett and published by Springer. This book was released on 2018-05-08 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: Options traders rely on a vast array of information concerning probability, risk, strategy components, calculations, and trading rules. Traders at all levels, as well as portfolio managers, must refer to numerous print and online sources, each source only providing part of the information they need. This is less than ideal, as online sources tend to be basic, simplified, and in some cases incorrect. Print sources, on the other hand, are mostly focused on a very narrow range of strategies or trading systems. Up until now, there has been no single source to provide a comprehensive reference for the serious trader. The Complete Options Trader is that much-need comprehensive reference, a compilation of the many attributes options traders need. Thomsett lays out a rich and complete guide to 100 strategies, including profit and loss calculations, illustrations, examples, and much more. A thorough evaluation of these strategies (and the rewards and risk involved) demonstrates how a broad approach to analytically using options can and does enhance portfolio profits with lower levels of risk. The book also features a complete glossary of terms used in the options industry, the most comprehensive glossary of this nature currently available. All too often, the attributes of options trading are poorly understood; risk is ignored or over-simplified; hedging is not folded into a strategic evaluation; and options traders shun the value of holding equity positions. No longer—if options traders rely on this comprehensive guide as the reference for the industry.
