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University of Illinois at Urbana-Champaign - Department of Finance
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Stock price clustering, Option expiration, Hedging, Manipulation
Underreaction, Overreaction, Behavioral Finance, Option Pricing, Stochastic Variance
Misreaction, Behavioral Finance, Option Pricing, Stochastic Variance
options, information, volume, derivatives
optimal capital structure, taxes, bankruptcy costs, calibration
options, stock price paths, impact, trading, hedging
option trading, option open interest, delta-hedging, pinning, stock return volatility
Market Efficiency, Behavioral Finance, Early Exercise, Irrational Behavior, Prospect Theory
Agency Costs, Capital Structure, Calibration
This is a Financial Management Association paper. Financial Management Association charges $15.00 .
File name: SSRN-id704026.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
options, derivatives, information, volatility
Volatility, Stock Options, Deriviatives, Information
Options, demand pressure, price pressure, frictions, liquidity
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: SSRN-id893587.
Option, demand, valuation, intermediation, market makers, implied volatility, hedging, price pressure, risk, dealers
terrorism, options, unusual trading
overreaction, value versus growth, option market, unsophisticated investors
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