The information content of options

Other literature type English OPEN
Navon, Yonatan;
(2017)
  • Publisher: Monash University
  • Identifiers: doi: 10.4225/03/58ae40c9ebb08
  • Subject: implied volatility | open access | seasoned equity offerings | monash:128546 | s&p 500 addition and deletion announcements | 2014 | ethesis-20140626-125017 | thesis(doctorate) | options | bonds | 1959.1/965389 | Uncategorized

The objective of this thesis is to examine the information content of stock options in financial markets. A key question in financial economics is how information diffuses across markets and how quickly it is reflected in security prices. This thesis aims at exploring t... View more
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