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2006, 6th ed., ISBN 9780131499089, xxii, 789
Book
American Economic Review, ISSN 0002-8282, 02/2018, Volume 108, Issue 2, pp. 454 - 488
We present a novel empirical benchmark for analyzing credit risk using "pseudo firms" that purchase traded assets financed with equity and zero-coupon bonds.... 
CAPITAL STRUCTURE | CORPORATE-DEBT | TERM STRUCTURE | PUZZLE | PREMIUM | RISK | ECONOMICS | Equity (Finance) | Forecasts and trends | Credit market | Risk assessment | Analysis | Bond markets | Spread | Zero coupon bonds | Put & call options | Credit risk | Bond issues | International finance
Journal Article
Journal of Corporate Finance, ISSN 0929-1199, 06/2016, Volume 38, pp. 1 - 17
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 10/2019, Volume 134, Issue 1, pp. 1 - 28
Much empirical evidence shows that stock short-selling costs and bans have significant effects on option prices. We reconcile these findings by providing a... 
Options market making | Partial lending | Short-selling bans | Shorting fee | Option prices | LIQUIDITY | MARKET | OPTIMAL REPLICATION | RESTRICTIONS | SHORT SELLERS | TRANSACTIONS | STOCK | BUSINESS, FINANCE | ARBITRAGE | ECONOMICS | BOND | VOLATILITY | Prices and rates | Hedging (Finance) | Business schools | Options (Finance) | Analysis | Stock prices | Corporate bonds | Securities prices | Short sales | Securities markets
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 2009, Volume 94, Issue 2, pp. 310 - 326
We study the cross-section of stock option returns by sorting stocks on the difference between historical realized volatility and at-the-money implied... 
Implied volatility | Historical volatility | Option returns | Overreaction | SKEWNESS | MARKET | PRICE | INFORMATION | EQUITY OPTIONS | VALUATION | BUSINESS, FINANCE | EXPECTED STOCK RETURNS | COMPETITION | ECONOMICS | BID-ASK SPREADS | LIQUIDITY RISK | Option returns Historical volatility Implied volatility Overreaction | Stock options | Analysis | Liquidity (Finance)
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 11/2012, Volume 106, Issue 2, pp. 262 - 286
We examine the information content of option and equity volumes when trade direction is unobserved. In a multimarket asymmetric information model, equity... 
Short-sale costs | Options | Return predictability | Trading volume | MARKET | PRICES | INFORMATION | BEHAVIOR | TRADING-VOLUME | CROSS-SECTION | BUSINESS, FINANCE | EQUILIBRIUM | ECONOMICS
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 08/2016, Volume 121, Issue 2, pp. 278 - 299
A classic result by is that, except just before expiration or dividend payments, one should never exercise a call option and never convert a convertible bond.... 
Short-sale costs | Convertible bonds | Option exercise | Transaction costs | Frictions | CALL | BUSINESS, FINANCE | RISK | ECONOMICS | VALUATION | RATIONALITY | STRATEGIES | Convertible securities | Economic policy | Business schools | Bonds
Journal Article
Management Science, ISSN 0025-1909, 5/2017, Volume 63, Issue 5, pp. 1341 - 1364
Journal Article
International Review of Economics and Finance, ISSN 1059-0560, 07/2016, Volume 44, pp. 395 - 411
This study shows the relationship between the price impact of a trade and the duration between trades by extending a trade indicator microstructure model.... 
Liquidity | Intraday trades | Market microstructure model | Informed trading | Option moneyness | Price impact | SHORT-SALE CONSTRAINTS | INFORMATION-CONTENT | STOCK | ORDER-SPLITTING STRATEGY | BUSINESS, FINANCE | LARGE-BLOCK TRANSACTIONS | MARKET QUALITY | BID-ASK SPREAD | INDEX FUTURES | ECONOMICS | SECURITY PRICES | Options (Finance) | Analysis | Business schools
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 01/2018, Volume 127, Issue 1, pp. 136 - 151
We show that in the years following a large broad-based employee stock option (BBSO) grant, employee turnover falls at the granting firm. We find evidence... 
Employee stock options | Turnover | BUSINESS, FINANCE | PERFORMANCE | FIRMS | ECONOMICS | INCENTIVES | GRANTS | Employee turnover | Business schools | Stocks
Journal Article
Journal of Banking and Finance, ISSN 0378-4266, 2008, Volume 32, Issue 12, pp. 2706 - 2715
This paper introduces measures of volatility and jump risk that are based on individual stock options to explain credit spreads on corporate bonds. Implied... 
Credit spreads | Options | Implied volatility | Skew | class eco B | YIELDS | INFORMATION | MARKETS | DEFAULT RISK | DEBT | BUSINESS, FINANCE | MODELS | ECONOMICS | CORPORATE-BONDS | VOLATILITY | Credit spreads Options Implied volatility Skew | Stock options | Analysis
Journal Article
Journal of Banking and Finance, ISSN 0378-4266, 09/2017, Volume 82, pp. 180 - 190
As has been pointed out by a number of researchers, the normally calculated delta does not minimize the variance of changes in the value of a trader's... 
Stochastic volatility | Options | Vega | Minimum variance | Delta | RATIOS | STOCK RETURNS | BUSINESS, FINANCE | MARKETS | EMPIRICAL PERFORMANCE | MODEL RISK | ECONOMICS
Journal Article
Journal of Empirical Finance, ISSN 0927-5398, 01/2017, Volume 40, pp. 139 - 161
We examine unexplored factors that affect the ex-post adoption rates of newly listed stock options. We show that a variety of measures of information... 
Asymmetric information | Adoption rates | Option volume | Stock options | Option listings | G10 | G14 | O31 | Open interest | D82 | LIQUIDITY | ANNOUNCEMENTS | INFORMATION-CONTENT | BEHAVIOR | EXECUTION | INNOVATION | INFORMED TRADERS | STOCK-PRICES | BUSINESS, FINANCE | MARKET QUALITY | SECURITY | ECONOMICS
Journal Article
Journal of Banking and Finance, ISSN 0378-4266, 02/2015, Volume 51, pp. 26 - 42
Does the retail clientele matter for option returns? By delta-hedging options and trading straddles, thus allowing a focus on volatility, this paper... 
Retail investors | Lottery premium | Delta-hedged option returns | Speculation | SENSATION SEEKING | PRICES | INFORMATION | CROSS-SECTION | STOCK | OVERREACTION | BUSINESS, FINANCE | TRADES | ECONOMICS | MISREACTION | VOLATILITY | PREFERENCE | Retail industry
Journal Article