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Author : Paul D. Brockman
Publisher :
ISBN 13 :
Total Pages : 438 pages
Book Rating : 4.:/5 (319 download)
Download or read book Three Essays on Derivative Securities written by Paul D. Brockman and published by . This book was released on 1994 with total page 438 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Long Phi Tran
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (124 download)
Download or read book Three Essays in the Corporate Use of Financial Derivatives written by Long Phi Tran and published by . This book was released on 2020 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Iván Blanco
Publisher : Ed. Universidad de Cantabria
ISBN 13 : 8481028770
Total Pages : 90 pages
Book Rating : 4.4/5 (81 download)
Download or read book Three Essays in Financial Markets. The Bright Side of Financial Derivatives: Options Trading and Firm Innovation written by Iván Blanco and published by Ed. Universidad de Cantabria. This book was released on 2019-02-15 with total page 90 pages. Available in PDF, EPUB and Kindle. Book excerpt: Do financial derivatives enhance or impede innovation? We aim to answer this question by examining the relationship between equity options markets and standard measures of firm innovation. Our baseline results show that firms with more options trading activity generate more patents and patent citations per dollar of R&D invested. We then investigate how more active options markets affect firms' innovation strategy. Our results suggest that firms with greater trading activity pursue a more creative, diverse and risky innovation strategy. We discuss potential underlying mechanisms and show that options appear to mitigate managerial career concerns that would induce managers to take actions that boost short-term performance measures. Finally, using several econometric specifications that try to account for the potential endogeneity of options trading, we argue that the positive effect of options trading on firm innovation is causal.
Author : Souliphone Pholsena
Publisher :
ISBN 13 :
Total Pages : 652 pages
Book Rating : 4.:/5 (515 download)
Download or read book Three Essays in Microstructure of Derivative Markets written by Souliphone Pholsena and published by . This book was released on 2005 with total page 652 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Don M. Chance
Publisher : John Wiley & Sons
ISBN 13 : 1118160649
Total Pages : 403 pages
Book Rating : 4.1/5 (181 download)
Download or read book Essays in Derivatives written by Don M. Chance and published by John Wiley & Sons. This book was released on 2011-07-05 with total page 403 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the updated second edition of Don Chance’s well-received Essays in Derivatives, the author once again keeps derivatives simple enough for the beginner, but offers enough in-depth information to satisfy even the most experienced investor. This book provides up-to-date and detailed coverage of various financial products related to derivatives and contains completely new chapters covering subjects that include why derivatives are used, forward and futures pricing, operational risk, and best practices.
Author : Wei Feng
Publisher :
ISBN 13 :
Total Pages : 192 pages
Book Rating : 4.:/5 (852 download)
Download or read book Three Essays on Derivative Pricing and Risk Management written by Wei Feng and published by . This book was released on 2002 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Qianyin Shan
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (13 download)
Download or read book Three Essays on Derivatives Markets written by Qianyin Shan and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Yuhong Yan
Publisher :
ISBN 13 :
Total Pages : 232 pages
Book Rating : 4.:/5 (455 download)
Download or read book Three Essays on the Semi-parametric Pricing of Derivative Warrants and Stock Options written by Yuhong Yan and published by . This book was released on 2000 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Emna Khemakhem
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (126 download)
Download or read book Three Essays on Regulation and Taxation of Stocks and Derivatives written by Emna Khemakhem and published by . This book was released on 2020 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Karim Drira
Publisher :
ISBN 13 :
Total Pages : 302 pages
Book Rating : 4.:/5 (52 download)
Download or read book Three Essays on the Valuation of Embedded Derivatives in Financial Contracts written by Karim Drira and published by . This book was released on 2005 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Yubin Li
Publisher :
ISBN 13 :
Total Pages : 116 pages
Book Rating : 4.:/5 (937 download)
Download or read book Three Essays on Accounting Information and Financial Derivatives written by Yubin Li and published by . This book was released on 2015 with total page 116 pages. Available in PDF, EPUB and Kindle. Book excerpt: My dissertation comprises of three essays: 1) Accounting information and financial derivatives: a literature review 2) The Effect of Option Transaction Costs on Informed Trading in the Option Market around Earnings Announcements; and 3) The Effects of Credit Default Swaps trading on Analyst Forecast Properties. The first essay surveys the previous researches on accounting information and financial derivatives. The financial derivate instruments we mainly focus on are stock option and credit default swaps. Then we also identify some research gaps for future research. The second essay investigates the effect of transaction costs related to trading options on the directional and volatility informed trading in the option market. We find that both forms of informed trading are significantly stronger among firms with lower option bid-ask spread. Importantly, the effect of transaction costs is significant around earnings announcements, but not significant (on average) around randomly chosen dates with no events of consequence. This suggests that transaction costs play a particularly important role during information intensive periods. Trading strategies based on directional informed trading and option transaction costs earn monthly abnormal returns of 1.39% to 1.91%. The third essay investigates whether the initiation of credit default swaps (CDSs) trading can affect analysts' forecast properties. Using a difference-in-difference research design, we find that the onset of CDS trading help analysts to increase forecast accuracy, which is consistent with notion that a new financial market facilitate information discovery and dissemination. This effect is more pronounced for firms with greater information asymmetry and higher leverage. We also find that CDS initiation can depress analysts' strategic forecast optimism. Relying on several proxies for analysts' strategic optimism, we find that the depressing effect is more pronounced for subsamples with higher optimism level. In addition, we find that the depressing effect is stronger when bad news is realized ex post in the earnings announcement date.
Author : Ivilina Tomova Popova
Publisher :
ISBN 13 :
Total Pages : 232 pages
Book Rating : 4.:/5 (367 download)
Download or read book Three Essays in Derivatives written by Ivilina Tomova Popova and published by . This book was released on 1996 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Three Essays in Empirical Corporate Finance written by and published by . This book was released on 2015 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Three Essays in Empirical Derivatives written by and published by . This book was released on 2012 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Manuel Tarrazo
Publisher :
ISBN 13 :
Total Pages : 397 pages
Book Rating : 4.:/5 (11 download)
Download or read book Essays on the Analysis and Use of Derivative Securities written by Manuel Tarrazo and published by . This book was released on 1992 with total page 397 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Don M. Chance
Publisher :
ISBN 13 :
Total Pages : 323 pages
Book Rating : 4.:/5 (612 download)
Download or read book Essays in Derivatives written by Don M. Chance and published by . This book was released on 1998 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Robert A Jarrow
Publisher : World Scientific
ISBN 13 : 9811291691
Total Pages : 763 pages
Book Rating : 4.8/5 (112 download)
Download or read book Introduction To Derivative Securities, Financial Markets, And Risk Management, An (Third Edition) written by Robert A Jarrow and published by World Scientific. This book was released on 2024-05-03 with total page 763 pages. Available in PDF, EPUB and Kindle. Book excerpt: The third edition updates the text in two significant ways. First, it updates the presentation to reflect changes that have occurred in financial markets since the publication of the 2nd edition. One such change is with respect to the over-the-counter interest rate derivatives markets and the abolishment of LIBOR as a reference rate. Second, it updates the theory to reflect new research related to asset price bubbles and the valuation of options. Asset price bubbles are a reality in financial markets and their impact on derivative pricing is essential to understand. This is the only introductory textbook that contains these insights on asset price bubbles and options.
