Investor expectations of volatility increases around large stock splits as implied in call option premia
Linda S. Klein; David R. Peterson
| Year of publication: |
1988
|
|---|---|
| Authors: | Klein, Linda S. ; Peterson, David R. |
| Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 11.1988, 1, p. 71-80
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| Subject: | Aktie | Terminhandel | Volatilität | Volatility | Aktiensplit | Stock split | Börsenkurs | Share price | Optionsgeschäft | Option trading | Kapitaleinkommen | Capital income | Derivat | Derivative | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003602801