The effect of mergers on implied volatility of equity options
Gero Geppert; David R. Kamerschen
| Year of publication: |
2008
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|---|---|
| Authors: | Geppert, Gero ; Kamerschen, David R. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 17.2008, 2, p. 330-344
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| Subject: | Aktienoption | Stock option | Volatilität | Volatility | Allokationseffizienz | Allocative efficiency | Übernahme | Takeover | Fusion | Merger | Investitionsrisiko | Investment risk | USA | United States | 1996-2004 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003765060