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Option Expiration Day Effects In Small Markets
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Book Synopsis Option Expiration Day Effects in Small Markets by : Steve Swidler
Download or read book Option Expiration Day Effects in Small Markets written by Steve Swidler and published by . This book was released on 2000 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This study examines the effects of option expiration on the underlying securities traded on the Oslo Stock Exchange (OSE). The primary motivation for the analysis is concern among investors and regulators about market manipulation around the time of options expiration in small markets such as the OSE. Similar to studies of U.S. and U.K. markets, the results find some evidence of downward price pressure on the underlying stocks on expiration day with a rebound of prices the following day. The analysis gives little support for the conjecture that either arbitrage of offsetting activity related to option exercise is the cause for the increase in trading volume and ultimately abnormal price effects. Finally, examination of hourly returns at expiration suggests that market manipulation is not a pervasive problem.
Book Synopsis Expiration Day Effects of Index Options and Futures by : Hans R. Stoll
Download or read book Expiration Day Effects of Index Options and Futures written by Hans R. Stoll and published by . This book was released on 1987 with total page 104 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Expiration Day Effects of Index Futures and Options by : Niclas Hagelin
Download or read book Expiration Day Effects of Index Futures and Options written by Niclas Hagelin and published by . This book was released on 2004 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This study examines index futures and options expiration day effects on the Swedish market. While the results for the period 1988-1998 indicate that trading volumes on the cash market were significantly higher on expiration days than on other days, no evidence suggesting that price distortions occurred is found. This could be due to the longer settlement period on the Swedish market, compared with that on the Canadian, German, and the US markets, where price distortions have been documented. However, some price distortion may have been experienced for the first half of the sample period, a finding which the cause for is discussed.
Book Synopsis Trading Options at Expiration by : Jeff Augen
Download or read book Trading Options at Expiration written by Jeff Augen and published by FT Press. This book was released on 2009-03-04 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt: Equity and index options expire on the third Friday of each month. As that moment approaches, unusual market forces create option price distortions, rarely understood by most investors. These distortions give rise to outstanding trading opportunities with enormous profit potential. In Trading Options at Expiration: Strategies and Models for Winning the Endgame, leading options trader Jeff Augen explores this extraordinary opportunity with never-before published statistical models, minute-by-minute pricing analysis, and optimized trading strategies that regularly deliver returns of 40%-300% per trade. You’ll learn how to structure positions that profit from end-of-contract price distortions with remarkably low risk. These strategies don’t rely on your ability to pick stocks or predict market direction and they only require one or two days of market exposure per month. Augen also discusses: · Three powerful end-of-cycle effects not comprehended by contemporary pricing models · Trading only one or two days each month and avoiding overnight exposure · Leveraging the surprising power of expiration-day pricing dynamics If you’re looking for an innovative new way to reignite your returns no matter where the markets move, you’ve found it in Trading Options at Expiration. “Learn and profit from Jeff Augen’s book: It clearly explains how to take advantage of market inefficiencies in collapsing implied volatility, effects of strike price, and time decay. A must-read for individuals who are options oriented.” --Ralph J. Acampora, CMT, Director of Technical Analysis Studies, New York Institute of Finance “A fantastic, insightful book full of meticulously compiled statistics about anomalies that surround option expiration. Not only does Augen present a set of effective trading strategies to capitalize on these anomalies, he walks through the performance of each across several expirations. His advice is practical and readily applicable: He outlines common pitfalls, gives guidance on timing your executions, and even includes code that can be used to perform the same calculations he does in the text. A thoroughly enjoyable read that will give you a true edge in your option trading.” --Alexis Goldstein, Vice President, Equity Derivatives Business Analyst “Mr. Augen makes a careful and systematic study of option prices at expiration. His translation of price behavior into trading strategy is intriguing work, and the level of detail is impressive.” --Dr. Robert Jennings, Professor of Finance, Indiana University Kelly School of Business “This book fills a gap in the vast amount of literature on derivatives trading and stands out for being extremely well written, clear, concise, and very low on jargon--perfect for traders looking to evolve their equity option strategies.” --Nazzaro Angelini, Principal, Spearpoint Capital “Instead of considering macro-time strategies that take weeks to unfold, Jeff Augen is thinking micro here--hours or days--specifically the days or hours right before expiration, and harnessing grinding, remorseless options decay for profit. He builds a compelling case for the strategy here. The concept of using ratio spreads plus risk management for as brief a period as one day--open to close--to capture expiring premium is worth the price of admission alone. A superb follow-up to his first book. Must-read for the serious options student.” --John A. Sarkett, Option Wizard software
Book Synopsis The Impacts of Options' Expiration, Unanticipated Inflation, Errors in Forecasted Earnings, and Trading Volume on Daily Market Returns by : David Thomas Whitford
Download or read book The Impacts of Options' Expiration, Unanticipated Inflation, Errors in Forecasted Earnings, and Trading Volume on Daily Market Returns written by David Thomas Whitford and published by . This book was released on 1981 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Availability and Settlement of Individual Stock Futures and Options Expiration Effects by : Donald D. Lien
Download or read book Availability and Settlement of Individual Stock Futures and Options Expiration Effects written by Donald D. Lien and published by . This book was released on 2008 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This study examines whether the expiration-day effects of stock options traded in Australian Stock Exchange on return, volatility, trading volume, and temporary price changes of individual stocks vary with the availability and the settlement method of individual stock futures contracts. Using transaction data of the stocks that have both options and futures contacts from 1993 to 1997, we find that options expiration has significant effects on return and volatility of the underlying stocks in absence of individual stock futures. After introduction of a cash-settled stock futures contract, the effects decrease notably. However, the switch of a futures contract from cash settlement to physical delivery promotes the expiration effects on return and volatility and boosts temporary price changes on expiration days. Finally, options expiration has little effect on trading volume. Trading activity tends to behave normally regardless whether stock futures contracts are available or not.
Book Synopsis Expiration Day Effects of Stock Index Derivatives in Germany by : Christian Schlag
Download or read book Expiration Day Effects of Stock Index Derivatives in Germany written by Christian Schlag and published by . This book was released on 1999 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: There is a significant increase in trading volume on quarterly futures expiration days in Germany. Delays in the opening for the majority of index stocks indicate that a large part of this extraordinary volume is indeed traded right at the opening of the market. An increase in trading activity is also observed over the ten minute settlement period for index options. Volatility remains unchanged around the expiration of a futures contract. An increase is found for the ten minute settlement period of DAX options. Return reversals as the measure for the economic costs of contract expirations are significantly higher when a futures contract expires at the open. When an option expires at the close no clear pattern for reversals can be found.
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.
Author :United States. Congress. Senate. Committee on Small Business and Entrepreneurship Publisher : ISBN 13 : Total Pages :344 pages Book Rating :4.:/5 (327 download)
Book Synopsis Impact of stock option expensing on small businesses by : United States. Congress. Senate. Committee on Small Business and Entrepreneurship
Download or read book Impact of stock option expensing on small businesses written by United States. Congress. Senate. Committee on Small Business and Entrepreneurship and published by . This book was released on 2004 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Follow the Smart Money by : Jon Najarian
Download or read book Follow the Smart Money written by Jon Najarian and published by . This book was released on 2018-10-29 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :United States. Securities and Exchange Commission. Division of Market Regulation Publisher : ISBN 13 : Total Pages :64 pages Book Rating :4.:/5 (31 download)
Book Synopsis The Role of Index-related Trading in the Market Decline on September 11 and 12, 1986 by : United States. Securities and Exchange Commission. Division of Market Regulation
Download or read book The Role of Index-related Trading in the Market Decline on September 11 and 12, 1986 written by United States. Securities and Exchange Commission. Division of Market Regulation and published by . This book was released on 1987 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis How I Trade for a Living by : Gary Smith
Download or read book How I Trade for a Living written by Gary Smith and published by John Wiley & Sons. This book was released on 1999-11-09 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: Viele Händler und aktive Anleger träumen davon, das Handeln professionell zu betreiben. Analysten, Fondsmanager und andere Experten haben zwar eine Fülle an Literatur über Handelsstrategien verfaßt, aber zum Thema 'Erfolgreich Handeln von zu Hause' gab es bislang keine Informationen. Bis jetzt! Hier ist das erste Buch, das sich mit diesem Thema eingehend beschäftigt. Autor Gary Smith handelt seit über 15 Jahren erfolgreich von zu Hause aus. Er ist ein berühmtes und angesehenes Mitglied der Händlergemeinschaft und erklärt, was es heißt, von zu Hause aus zu agieren - mit der nötigen Courage und Hardware. Smith erläutert seine gewinnbringenden Handelsstrategien, die er für Aktien, Optionen und Anleihen einsetzt und demonstriert, wie er diese bei Aktien-Index-Futures und offenen Investmentfonds anwendet. Seine Strategie ist einfach, ohne komplexe technische Indikatoren, ohne verwirrende Charts, ohne große Softwareausstattung und mit geringem Risiko. Ein realistischer Leitfaden für jeden, der professionell einsteigen will. (12/99)
Book Synopsis Applications of Mathematics in Economics by : Warren Page
Download or read book Applications of Mathematics in Economics written by Warren Page and published by MAA. This book was released on 2013 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt: Shows instructors what mathematics is used at the undergraduate level in various parts of economics. Separate sections provide students with opportunities to apply their mathematics in relevant economics contexts. Brings together many different mathematics applications to such varied economics topics.
Book Synopsis Emerging Markets and the Global Economy by : Mohammed El Hedi Arouri
Download or read book Emerging Markets and the Global Economy written by Mohammed El Hedi Arouri and published by Academic Press. This book was released on 2013-12-26 with total page 927 pages. Available in PDF, EPUB and Kindle. Book excerpt: Emerging Markets and the Global Economy investigates analytical techniques suited to emerging market economies, which are typically prone to policy shocks. Despite the large body of emerging market finance literature, their underlying dynamics and interactions with other economies remain challenging and mysterious because standard financial models measure them imprecisely. Describing the linkages between emerging and developed markets, this collection systematically explores several crucial issues in asset valuation and risk management. Contributors present new theoretical constructions and empirical methods for handling cross-country volatility and sudden regime shifts. Usually attractive for investors because of the superior growth they can deliver, emerging markets can have a low correlation with developed markets. This collection advances your knowledge about their inherent characteristics. Foreword by Ali M. Kutan - Concentrates on post-crisis roles of emerging markets in the global economy - Reports on key theoretical and technical developments in emerging financial markets - Forecasts future developments in linkages among developed and emerging economies
Author :American Bar Association. House of Delegates Publisher :American Bar Association ISBN 13 :9781590318737 Total Pages :216 pages Book Rating :4.3/5 (187 download)
Book Synopsis Model Rules of Professional Conduct by : American Bar Association. House of Delegates
Download or read book Model Rules of Professional Conduct written by American Bar Association. House of Delegates and published by American Bar Association. This book was released on 2007 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Model Rules of Professional Conduct provides an up-to-date resource for information on legal ethics. Federal, state and local courts in all jurisdictions look to the Rules for guidance in solving lawyer malpractice cases, disciplinary actions, disqualification issues, sanctions questions and much more. In this volume, black-letter Rules of Professional Conduct are followed by numbered Comments that explain each Rule's purpose and provide suggestions for its practical application. The Rules will help you identify proper conduct in a variety of given situations, review those instances where discretionary action is possible, and define the nature of the relationship between you and your clients, colleagues and the courts.
Book Synopsis Guide to Financial Markets by : Marc Levinson
Download or read book Guide to Financial Markets written by Marc Levinson and published by The Economist. This book was released on 2018-07-24 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: The revised and updated 7th edition of this highly regarded book brings the reader right up to speed with the latest financial market developments, and provides a clear and incisive guide to a complex world that even those who work in it often find hard to understand. In chapters on the markets that deal with money, foreign exchange, equities, bonds, commodities, financial futures, options and other derivatives, the book examines why these markets exist, how they work, and who trades in them, and gives a run-down of the factors that affect prices and rates. Business history is littered with disasters that occurred because people involved their firms with financial instruments they didn't properly understand. If they had had this book they might have avoided their mistakes. For anyone wishing to understand financial markets, there is no better guide.
Book Synopsis Review of the Findings of the President's Working Group on Financial Markets; and the Use of Stock Index Futures and Other Recent Market Developments by : United States. Congress House. Committee on Agriculture
Download or read book Review of the Findings of the President's Working Group on Financial Markets; and the Use of Stock Index Futures and Other Recent Market Developments written by United States. Congress House. Committee on Agriculture and published by . This book was released on 1988 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt:
