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Essays on Stock Options

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de Limba Germană Paperback – July 2011
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.
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Specificații

ISBN-13: 9783828889026
ISBN-10: 3828889026
Pagini: 116
Dimensiuni: 148 x 210 x 7 mm
Greutate: 0.16 kg
Editura: Tectum - Der Wissenschaftsverlag