Ambiguity in option markets : evidence from SEOs
Douglas Cumming, Lutz Johanning, Umut Ordo, Denis Schweizer
| Year of publication: |
gennaio-giugno 2017
|
|---|---|
| Authors: | Cumming, Douglas J. ; Johanning, Lutz ; Ordo, Umut ; Schweizer, Denis |
| Published in: |
Journal of financial management, markets and institutions. - Singapore : World Scientific Publishing, ISSN 2282-717X, ZDB-ID 2942225-5. - Vol. 5.2017, 1, p. 67-92
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| Subject: | Ambiguity | Option-Implied Information | Information Tangibility | Seasoned Equity Offerings (SEOs) | Straddle | Volatility Trading Strategy | Kapitalerhöhung | Seasoned equity offering | Volatilität | Volatility | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.12831/87060 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011954559