wyszukanych pozycji: 3
The Nature of Informed Option Trading: Evidence from the Takeover Market
ISBN: 9783954891726 / Angielski / Miękka / 2013 / 74 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych. This study examines the kind of information 'informed' traders have prior to a takeover announcement using options of target firms and elaborates on the cross-sectional relationship between options and stocks around takeover announcements. Financial markets are driven by information and by individuals that generate, process, and disclose this information to the market. Naturally, there have to be individuals who possess more information about a firm or a future event than other market participants. Mergers and acquisitions are particularly interesting events in this regard because they can...
This study examines the kind of information 'informed' traders have prior to a takeover announcement using options of target firms and elaborates on t...
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cena:
314,25 zł |
The nature of informed option trading: Evidence from the takeover market
ISBN: 9783656504337 / Angielski / Miękka / 2013 / 72 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych. Master's Thesis from the year 2013 in the subject Business economics - Investment and Finance, grade: 8.5 (A+), Erasmus University Rotterdam (Rotterdam School of Management), language: English, abstract: This thesis examines the kind of information "informed" traders have prior to a takeover announcement using options of target firms. I find that option liquidity rises before a takeover announcement, indicating the presence of informed traders. Using 2,390 M&A events, I show that the implied volatility (IV) skew and the relative option-to-stock trading volume O/S predict negatively on target...
Master's Thesis from the year 2013 in the subject Business economics - Investment and Finance, grade: 8.5 (A+), Erasmus University Rotterdam (Rotterda...
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cena:
252,18 zł |
Ownership Structure and Investor Protection: Inside Ownership and Firm Valuation
ISBN: 9783656224129 / Angielski / Miękka / 2012 / 30 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych. |
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cena:
163,38 zł |