Information flows and option bid/ ask spreads

Article Abstract:

Two types of financial market information flow, return information and labeled volatility information, which help investors to keep informed with stock prices, are analyzed and the findings are presented. Implications of these information flows on option bid/ask spreads are also examined.

United States, Financial markets

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Early Exercise of American Put Options: Investor Rationality on the Swedish Equity Options Market

Article Abstract:

Using Swedish data, the exercise behavior of American equity put options is studied. Results find that early exercise decisions that were made conformed to a rational exercise behavior but many failures to exercise were found.

Research and Development in the Physical, Engineering, and Life Sciences, Statistics, Statistical Data Included, Research, Options (Finance), Securities, Stock options, Statistics (Data), Statistics (Mathematics)

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Does an index futures split enhance trading activity and hedging effectiveness of the futures contract?

Article Abstract:

The impact of an stock index futures split on hedging activity of futures markets is examined.

Management dynamics, Management, Hedging (Finance), Futures market, Futures markets, Company business management, Stock index futures, Stock splitting

Similar abstracts:

• Abstracts: The effects of stock index futures trading on stock index volatility: an analysis of the asymmetric response of volatility to news
• Abstracts: Program trading, nonprogram trading, and market volatility. The bid-ask spread on stock index options: an ordered probit analysis

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