Essays on Stock Options: Price Dynamics, Liquidity, and Information Transmission
Author:   Iskra Kalodera
Publisher:   Kubitza, Heinz-Werner, Dr., Tectum Verlag
ISBN:  

9783828889026


Pages:   116
Publication Date:   08 October 2005
Format:   Paperback
Availability:   Available To Order   Availability explained
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Essays on Stock Options: Price Dynamics, Liquidity, and Information Transmission


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Overview

This book focuses exclusively on stock options, analyzing their pricing, liquidity, and information transmission empirically. With the help of discrete choice modeling and regression analysis, it offers new insights into the behavior of stock option liquidity as well as the influence of overall market liquidity on option prices. Many observed phenomena find explanation through the market microstructure. The book also provides the most comprehensive analysis of equity options for the German market so far and serves as a guide to up-to-date empirical topics for both researchers and practitioners.

Full Product Details

Author:   Iskra Kalodera
Publisher:   Kubitza, Heinz-Werner, Dr., Tectum Verlag
Imprint:   Kubitza, Heinz-Werner, Dr., Tectum Verlag
Dimensions:   Width: 14.80cm , Height: 0.70cm , Length: 21.00cm
Weight:   0.159kg
ISBN:  

9783828889026


ISBN 10:   3828889026
Pages:   116
Publication Date:   08 October 2005
Audience:   College/higher education ,  Professional and scholarly ,  Postgraduate, Research & Scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Available To Order   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.
Language:   German

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