Panagiotis Tsaousis

Athens University of Economics and Business

76 Patission Street

Athens, 104 34

Greece

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Scholarly Papers (1)

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The Option Market Reaction to Bank Loan Announcements

Journal of Financial Services Research, Vol.53, No. (1), pp. 99-139, 2018
Number of pages: 51 Posted: 21 Mar 2016 Last Revised: 24 Aug 2019
University of Piraeus, Department of Banking and Financial Management, University of Graz, Athens University of Economics and Business and Athens University of Economics and Business - Department of Accounting and Finance
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Abstract:

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bank loan announcements, option pricing, implied volatility, term structure of implied volatility