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- W85200856 abstract "The Enron Corporation went from a $65 billion dollar market capitalization to bankruptcy in just 16 months. Using statistical techniques for extracting the implied probability distributions built into option prices, I examine the market’s expectation of Enron’s risk of collapse. I find that the options market remained far too optimistic about the stock until just weeks before their bankruptcy filing." @default.
- W85200856 created "2016-06-24" @default.
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- W85200856 date "2007-01-01" @default.
- W85200856 modified "2023-10-06" @default.
- W85200856 title "The Enron Bankruptcy: When Did The Options Market Lose Its Smirk?" @default.
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