Home » Essays on Stock Options by Iskra Kalodera
Essays on Stock Options Iskra Kalodera

Essays on Stock Options

Iskra Kalodera

Published July 18th 2011
ISBN : 9783828889026
Paperback
116 pages
Enter the sum

 About the Book 

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 optionMoreThis 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.