Is Firm-Level Political Risk Priced in the Equity Option Market?
Year of publication: |
[2022]
|
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Authors: | Ho, Thang ; Kagkadis, Anastasios ; Wang, Jiaguo |
Publisher: |
[S.l.] : SSRN |
Subject: | political risk | earnings calls | Brexit | delta-hedged option returns | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Länderrisiko | Country risk | Großbritannien | United Kingdom | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Aktienoption | Stock option |
Extent: | 1 Online-Ressource (ca. 62 Seiten) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 22, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.3943958 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G18 - Government Policy and Regulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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