Matches in SemOpenAlex for { <https://semopenalex.org/work/W2059345951> ?p ?o ?g. }
Showing items 1 to 88 of
88
with 100 items per page.
- W2059345951 endingPage "123" @default.
- W2059345951 startingPage "109" @default.
- W2059345951 abstract "We present evidence that for non-expiring options in the current expiration cycle, observed prices conform to the prices predicted by the dividend-corrected Black-Scholes model in the period prior to, and including, the expiration date. This is generally not true for options that are not in the current expiration cycle or for options during non-expiration time periods. This evidence is interesting in that it suggests that the dividend-corrected Black-Scholes model is more useful as a pricing tool when there is a nearby expiration event affecting options on the same underlying stock. We also find that, during the expiration period, mean absolute pricing errors, a measure of pricing efficiency, are smaller for non-expiring options in the current expiration cycle than for non-current expiration cycle options." @default.
- W2059345951 created "2016-06-24" @default.
- W2059345951 creator A5026398982 @default.
- W2059345951 creator A5027733494 @default.
- W2059345951 creator A5076572211 @default.
- W2059345951 date "1995-03-01" @default.
- W2059345951 modified "2023-10-16" @default.
- W2059345951 title "The impact of equity option expirations on the prices of non-expiring options" @default.
- W2059345951 cites W1533218937 @default.
- W2059345951 cites W1544871801 @default.
- W2059345951 cites W2005157476 @default.
- W2059345951 cites W2012786570 @default.
- W2059345951 cites W2057053505 @default.
- W2059345951 cites W2077791698 @default.
- W2059345951 cites W2078939843 @default.
- W2059345951 cites W2108818539 @default.
- W2059345951 cites W2142192477 @default.
- W2059345951 cites W2156685740 @default.
- W2059345951 cites W2313770960 @default.
- W2059345951 cites W4242081429 @default.
- W2059345951 cites W4251570923 @default.
- W2059345951 doi "https://doi.org/10.1016/1058-3300(95)90001-2" @default.
- W2059345951 hasPublicationYear "1995" @default.
- W2059345951 type Work @default.
- W2059345951 sameAs 2059345951 @default.
- W2059345951 citedByCount "1" @default.
- W2059345951 countsByYear W20593459512014 @default.
- W2059345951 crossrefType "journal-article" @default.
- W2059345951 hasAuthorship W2059345951A5026398982 @default.
- W2059345951 hasAuthorship W2059345951A5027733494 @default.
- W2059345951 hasAuthorship W2059345951A5076572211 @default.
- W2059345951 hasConcept C10138342 @default.
- W2059345951 hasConcept C106159729 @default.
- W2059345951 hasConcept C116168712 @default.
- W2059345951 hasConcept C126322002 @default.
- W2059345951 hasConcept C149782125 @default.
- W2059345951 hasConcept C162118730 @default.
- W2059345951 hasConcept C162324750 @default.
- W2059345951 hasConcept C163128081 @default.
- W2059345951 hasConcept C17744445 @default.
- W2059345951 hasConcept C185592680 @default.
- W2059345951 hasConcept C199539241 @default.
- W2059345951 hasConcept C199728807 @default.
- W2059345951 hasConcept C2776164194 @default.
- W2059345951 hasConcept C2780584464 @default.
- W2059345951 hasConcept C31903555 @default.
- W2059345951 hasConcept C534529494 @default.
- W2059345951 hasConcept C71924100 @default.
- W2059345951 hasConcept C91602232 @default.
- W2059345951 hasConceptScore W2059345951C10138342 @default.
- W2059345951 hasConceptScore W2059345951C106159729 @default.
- W2059345951 hasConceptScore W2059345951C116168712 @default.
- W2059345951 hasConceptScore W2059345951C126322002 @default.
- W2059345951 hasConceptScore W2059345951C149782125 @default.
- W2059345951 hasConceptScore W2059345951C162118730 @default.
- W2059345951 hasConceptScore W2059345951C162324750 @default.
- W2059345951 hasConceptScore W2059345951C163128081 @default.
- W2059345951 hasConceptScore W2059345951C17744445 @default.
- W2059345951 hasConceptScore W2059345951C185592680 @default.
- W2059345951 hasConceptScore W2059345951C199539241 @default.
- W2059345951 hasConceptScore W2059345951C199728807 @default.
- W2059345951 hasConceptScore W2059345951C2776164194 @default.
- W2059345951 hasConceptScore W2059345951C2780584464 @default.
- W2059345951 hasConceptScore W2059345951C31903555 @default.
- W2059345951 hasConceptScore W2059345951C534529494 @default.
- W2059345951 hasConceptScore W2059345951C71924100 @default.
- W2059345951 hasConceptScore W2059345951C91602232 @default.
- W2059345951 hasIssue "2" @default.
- W2059345951 hasLocation W20593459511 @default.
- W2059345951 hasOpenAccess W2059345951 @default.
- W2059345951 hasPrimaryLocation W20593459511 @default.
- W2059345951 hasRelatedWork W1975256034 @default.
- W2059345951 hasRelatedWork W1986008651 @default.
- W2059345951 hasRelatedWork W1991145898 @default.
- W2059345951 hasRelatedWork W2026427852 @default.
- W2059345951 hasRelatedWork W2042769339 @default.
- W2059345951 hasRelatedWork W2059345951 @default.
- W2059345951 hasRelatedWork W2261177985 @default.
- W2059345951 hasRelatedWork W2359524316 @default.
- W2059345951 hasRelatedWork W3121901051 @default.
- W2059345951 hasRelatedWork W363687735 @default.
- W2059345951 hasVolume "4" @default.
- W2059345951 isParatext "false" @default.
- W2059345951 isRetracted "false" @default.
- W2059345951 magId "2059345951" @default.
- W2059345951 workType "article" @default.