Ladshiya Atisoothanan

La Trobe University - Faculty of Business, Economics and Law

Victoria 3552, 3086

Australia

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Scholarly Papers (1)

1.

Informed Trading in Option Markets around Accelerated Share Repurchase Announcements

27th Australasian Finance and Banking Conference 2014 Paper, 8th Conference on Financial Markets and Corporate Governance (FMCG) 2017
Number of pages: 46 Posted: 22 Aug 2014 Last Revised: 31 Jan 2017
La Trobe University - Faculty of Business, Economics and Law, La Trobe University - School of Economics and Finance, Monash University - Department of Banking and Finance and University of Birmingham - Department of Accounting and Finance
Downloads 66 (340,177)

Abstract:

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Accelerated share repurchase, options trading, option to shares ratio, option volume, option liquidity, pseudo analysis, implied volatility skew and spread, volatility surface.