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Letteratura scientifica selezionata sul tema "Stock options Options (Finance) Stocks"

Autore: Grafiati

Pubblicato: 4 giugno 2021

Ultima modifica: 16 febbraio 2022

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Articoli di riviste sul tema "Stock options Options (Finance) Stocks"

1

LAU, KA WO, e YUE KUEN KWOK. "VALUATION OF EMPLOYEE RELOAD OPTIONS USING UTILITY MAXIMIZATION APPROACH". International Journal of Theoretical and Applied Finance 08, n. 05 (agosto 2005): 659–74. http://dx.doi.org/10.1142/s0219024905003189.

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The reload provision in an employee stock option is an option enhancement that allows the employee to pay the strike upon exercising the stock option using his owned stocks and to receive new "reload" stock options. The usual Black–Scholes risk neutral valuation approach may not be appropriate to be adopted as the pricing vehicle for employee stock options, due to the non-transferability of the ownership of the options and the restriction on short selling of the firm's stocks as hedging strategy. In this paper, we present a general utility maximization framework to price non-tradeable employee stock options with reload provision. The risk aversion of the employee enters into the pricing model through the choice of the utility function. We examine how the value of the reload option to the employee is affected by the number of reloads outstanding, the risk aversion level and personal wealth. In particular, we explore how the reload provision may lower the difference between the cost of granting the option and the private option value and improve the compensation incentive of the option award.

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2

Huang, Han Ching, e Pei-Shan Tung. "The effects of liquidity trading on insider trade timing when an underlying option is present". Managerial Finance 44, n. 10 (8 ottobre 2018): 1250–70. http://dx.doi.org/10.1108/mf-02-2018-0084.

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Purpose The purpose of this paper is to examine whether the underlying option impacts an insider’s propensity to purchase and sell before corporate announcements, the proportion of insiders’ trading after announcements relative to before announcements, and the insider’s profitability around corporate announcements. Design/methodology/approach The authors test whether the timing information and option have impacted on the tendency of insider trade, the percentage of all shares traded by insiders in the post-announcement to pre-announcement periods and the average cumulative abnormal stock returns during the pre-announcement period. Findings Insiders’ propensity to trade before announcements is higher for stocks without options listed than for stocks with traded options. This result is stronger for unscheduled announcements than for scheduled ones. The proportion of insiders’ trade volume after announcements relative to before announcements in stocks that have not options listed is higher than those in stocks with traded options. The positive relationship between the insiders’ signed volume and the informational content of corporate announcements is stronger in stocks without traded options than in stocks with options listed. Insider trades prior to unscheduled announcement are more profitable than those before scheduled ones. Research limitations/implications The paper examines whether there is a difference between the effects of optioned stock and non-optioned stock. Roll et al. (2010) use the relative trading volume of options to stock ratio (O/S) to proxy for informed options trading activity. Future research could explore the impact of O/S. Moreover, the authors examine how insiders with private information use such information to trade in their own firms. Mehta et al. (2017) argue that insiders also use private information to facilitate trading (shadow trading) in linked firms, such as supply chain partners or competitors. Therefore, future research could consider the impact of shadow trading. Social implications Since the insider’s propensity to buy before announcements in stocks without options listed is larger than in stocks with traded options and the relationship is stronger for unscheduled announcements than for scheduled ones, the efforts of regulators should focus on monitoring insider trading in stocks without options listed prior to unscheduled announcements. Originality/value First, Lei and Wang (2014) find that the increasing pattern of insider’s propensity to trade before unscheduled announcements is larger than that before scheduled announcements. The authors document the underlying option has impacted the insider’s propensity to purchase and sell, and the relationship is stronger for unscheduled announcements than for scheduled ones. Second, related studies show insider’s trading activity has shifted from periods before corporate announcements to periods after corporate announcements to decrease litigation risk. This paper find the underlying option has influenced the proportion of insiders’ trading after announcements relative to before announcements when the illegal insider trade-related penalties increase.

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3

Li, George. "Growth options, dividend payout ratios and stock returns". Studies in Economics and Finance 33, n. 4 (3 ottobre 2016): 638–59. http://dx.doi.org/10.1108/sef-08-2015-0195.

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Purpose This paper aims to examine the impact of the dividend payout ratio on future stock returns and momentum strategies. Design/methodology/approach The author uses the portfolio sorting approach used in the momentum literature to examine this impact. Findings First, the author shows that the returns for the winner stocks tend to be the largest if no dividends are paid and then decrease with the dividend payout ratio; the returns for the loser stocks tend to have an inverted U-shaped relationship with the dividend payout ratio, but the zero-dividend loser stocks have the smallest return; and the returns for the stocks between the winners and the losers tend to remain similar, regardless of the dividend payout ratio. Second, the author shows that momentum profit is the largest for the stocks that do not make dividend payment but appear similar for the stocks that pay dividends. The author's empirical findings imply that stock price momentum is a function of the dividend payout ratio, growth stock momentum tends to be much stronger than value stock momentum and no-dividend stock momentum beats dividend stock momentum. In fact, when the dividend payout ratio is considered, momentum profit can be improved by up to 63 per cent. Originality/value This paper is the first one to examine the impact of dividend payout ratios on future stock returns and momentum profit, and it obtained many interesting empirical results. In addition, unlike most studies in the momentum literature that use behavioral theory to explain empirical findings, this paper uses the growth option idea to present a rational explanation for the empirical results in this paper.

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4

Wu, Yan Wendy. "Optimal executive compensation: Stock options or restricted stocks". International Review of Economics & Finance 20, n. 4 (ottobre 2011): 633–44. http://dx.doi.org/10.1016/j.iref.2010.11.023.

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5

Trigeorgis, Lenos, e Neophytos Lambertides. "The Role of Growth Options in Explaining Stock Returns". Journal of Financial and Quantitative Analysis 49, n. 3 (26 febbraio 2014): 749–71. http://dx.doi.org/10.1017/s0022109014000118.

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AbstractWe extend the Fama-French (1992) model by considering growth option (as well as distress/leverage) variables in explaining the cross section of stock returns. We find that growth option variables, namely growth in capital investment and yet-unexercised growth options (GO), are significantly and negatively related to stock returns. Investors may be willing to accept lower average returns from growth stocks in exchange for a more favorable (positively skewed) risk-return profile. Book-to-market (BM) ratio seems to proxy for omitted distress/leverage variables. When these are explicitly accounted for, BM is not that significant. Our growth options variables have added explanatory power.

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EKSTRÖM, ERIK, e JOHAN TYSK. "OPTIONS WRITTEN ON STOCKS WITH KNOWN DIVIDENDS". International Journal of Theoretical and Applied Finance 07, n. 07 (novembre 2004): 901–7. http://dx.doi.org/10.1142/s0219024904002694.

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There are two common methods for pricing European call options on a stock with known dividends. The market practice is to use the Black–Scholes formula with the stock price reduced by the present value of the dividends. An alternative approach is to increase the strike price with the dividends compounded to expiry at the risk-free rate. These methods correspond to different stock price models and thus in general give different option prices. In the present paper we generalize these methods to time- and level-dependent volatilities and to arbitrary contract functions. We show, for convex contract functions and under very general conditions on the volatility, that the method which is market practice gives the lower option price. For call options and some other common contracts we find bounds for the difference between the two prices in the case of constant volatility.

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7

AMMANN, MANUEL, DAVID SKOVMAND e MICHAEL VERHOFEN. "IMPLIED AND REALIZED VOLATILITY IN THE CROSS-SECTION OF EQUITY OPTIONS". International Journal of Theoretical and Applied Finance 12, n. 06 (settembre 2009): 745–65. http://dx.doi.org/10.1142/s0219024909005440.

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Using a complete sample of US equity options, we analyze patterns of implied volatility in the cross-section of equity options with respect to stock characteristics. We find that high-beta stocks, small stocks, stocks with a low-market-to-book ratio, and non-momentum stocks trade at higher implied volatilities after controlling for historical volatility. We find evidence that implied volatility overestimates realized volatility for low-beta stocks, small caps, low-market-to-book stocks, and stocks with no momentum and vice versa. However, we cannot reject the null hypothesis that implied volatility is an unbiased predictor of realized volatility in the cross section.

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Hammarlid, Ola. "On Minimizing Risk in Incomplete Markets Option Pricing Models". International Journal of Theoretical and Applied Finance 01, n. 02 (aprile 1998): 227–33. http://dx.doi.org/10.1142/s0219024998000126.

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I study the Bouchaud–Sornette, Schweizer and Schäl way of pricing options, presenting the methodology in accordance with Bouchaud–Sornette. The definitions of the wealth balance and risk from trading in options and stocks are presented. The problem of finding a risk minimizing strategy in an incomplete market model where a perfect hedge is not possible is analyzed. Using this strategy according to the approach of Bouchaud and Sornette the option is priced by a fair game condition. In this article I establish the equivalence between global and local risk minimization and prove an option price conjecture of Wolczyńska. I also investigate optimality for a stock portfolio with extra profit.

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9

Goncalves-Pinto, Luis, Bruce D. Grundy, Allaudeen Hameed, Thijs van der Heijden e Yichao Zhu. "Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market". Management Science 66, n. 9 (settembre 2020): 3903–26. http://dx.doi.org/10.1287/mnsc.2019.3398.

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Abstract (sommario):

Stock and options markets can disagree about a stock’s value because of informed trading in options and/or price pressure in the stock. The predictability of stock returns based on this cross-market discrepancy in values is especially strong when accompanied by stock price pressure, and it does not depend on trading in options. We argue that option-implied prices provide an anchor for fundamental stock values that helps to distinguish stock price movements resulting from pressure versus news. Overall, our results are consistent with stock price pressure being the primary driver of the option price-based stock return predictability. This paper was accepted by Tyler Shumway, finance.

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Amadori, Maria Chiara, Lamia Bekkour e Thorsten Lehnert. "The relative informational efficiency of stocks, options and credit default swaps during the financial crisis". Journal of Risk Finance 15, n. 5 (21 novembre 2014): 510–32. http://dx.doi.org/10.1108/jrf-04-2014-0044.

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Purpose – This paper aims to investigate informational efficiency of stock, options and credit default swap (CDS) markets. Previous research suggests that informed traders prefer equity option and CDS markets over stock markets to exploit their informational advantage. As a result, equity and credit derivative markets contribute more to price discovery compared to stock markets. Design/methodology/approach – In this study, the authors investigate the dynamics behind informed investors’ trading decisions in European stock, options and CDS markets. This allows to identify the predictive explanatory power of the unique information contained in each market with respect to future stock, CDS and option market movements. Findings – A lead-lag relation is found between the CDS market and the other markets, in which changes in CDS spreads are able to consistently forecast changes in stock prices and equity options’ implied volatilities, indicating how the fast-growing CDS market seems to play a special role in the price discovery process. Moreover, in contrast to results of US studies, the stock market is found to forecast changes in the other two markets, suggesting that investors also prefer stock market involvement to exploit their information advantages before moving to CDS and option markets. Interestingly, these patterns have only emerged during the recent financial crisis, while before the crisis, the option market was found to be of major importance in the price discovery process. Originality/value – The authors are the first to study the lead-lag relationship among European stock, option and CDS markets for a large sample period covering the financial crisis.

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Tesi sul tema "Stock options Options (Finance) Stocks"

1

Chu, Kut-leung. "The CEV model : estimation and option pricing /". Click to view the E-thesis via HKUTO, 1999. http://sunzi.lib.hku.hk/hkuto/record/B4257500X.

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2

Beyer, Scott B. "Recovering jump risk and diffusion parameters implied by market prices of short-dated options /". free to MU campus, to others for purchase, 2003. http://wwwlib.umi.com/cr/mo/fullcit?p3099610.

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Lam, Yue-kwong. "A revisit to the applicability of option pricing models on the Hong Kong warrants market after the stock option is introduced /". Hong Kong : University of Hong Kong, 1996. http://sunzi.lib.hku.hk/hkuto/record.jsp?B18003515.

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4

Yiu, Fan-lai. "Applicability of various option pricing models in Hong Kong warrants market /". [Hong Kong : University of Hong Kong], 1993. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13570493.

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5

Ko, Chi-keung Anthony. "A preliminary study of Hong Kong warrants using the Black-Scholesoption pricing model /". [Hong Kong] : University of Hong Kong, 1985. http://sunzi.lib.hku.hk/hkuto/record.jsp?B12316726.

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6

Chen, Kwok-wang. "Evaluation of market efficiency of stock options in Hong Kong /". Hong Kong : University of Hong Kong, 1997. http://sunzi.lib.hku.hk/hkuto/record.jsp?B18837372.

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7

Lee, Hongbok. "Issuance and calls of preferred stock /". free to MU campus, to others for purchase, 2002. http://wwwlib.umi.com/cr/mo/fullcit?p3074420.

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8

Sun, Jia. "Models of executive stock options". Thesis, University of Warwick, 2011. http://wrap.warwick.ac.uk/49189/.

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This thesis presents novel utility indifference models to solve versions of problems faced by the executives compensated with periodical option grants in practice. Chapter 2 provides a comprehensive analysis of a single executive stock option (ESO). A closed-form solution to the exercise threshold instantaneously before maturity is obtained, and the leading driver of the slope of the exercise thresholds close to and far from maturity is identified. This Chapter forms the foundation for further investigation of more complex problems in later Chapters. Chapter 3 investigates the optimal exercise of a portfolio of ESOs with different strikes and maturities. This problem is particularly faced by the executives who receive option grants annually and over time cumulate a portfolio of options with different characteristics. We show that the optimal exercise order can switch endogenously, and the timing of this switch can change the exercise thresholds for a particular option and/or all options relative to a stand-alone basis, depending on their strikes and maturities. This makes the value and cost of the option portfolio lower than the sum of the values and costs for each individual option on a standalone basis. Therefore, one of the implications from Chapter 3 is that it can produce a more accurate method for valuing and accounting for a portfolio of ESOs. Furthermore, the empirical literature suggests that the Executive Stock Option Plans (ESOPs) are often into multi-year plans, and thus Chapter 4 considers the problem for an executive who anticipates receiving a new option grant in the future and has taken it into account as part of his portfolio. Since the future options are granted at-the-money, the strike price is stochastic ex ante. We show that the future option with a stochastic strike price can significantly affect the exercise strategy of the executive’s existing options, and thus change the cost of the existing options and the overall portfolio. Therefore, Chapter 4 can provide a method to recognise the cost of multi-year ESOPs. Lastly, another problem arising from granting ESOs periodically is that the executive can purposely time his new option grant in order to maximise the value of his option compensation. Since this issue has been well suggested by the empirical literature, Chapter 5 investigates this problem theoretically in the utility framework. Our model can identify the maximum benefit for the executive of timing his option awards and the cost of this to the firm. Our results are quite consistent with the empirical findings.

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9

Chu, Kut-leung, e 朱吉樑. "The CEV model: estimation and optionpricing". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1999. http://hub.hku.hk/bib/B4257500X.

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10

Lu, Xiaolong, e 盧曉瓏. "Analysts, options trading and equity short selling". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2014. http://hdl.handle.net/10722/206666.

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This dissertation consists of two empirical essays on the interactions among three financial markets, namely, the stock market, the options market, and the equity lending market. In the first essay, we study the role of analysts and options traders in the information transmission between options and stock markets. We first show that the predictive power of option-implied volatilities (IVs) on stock returns is more than doubled around analyst-related events, indicating a significant proportion of the options predictability on stock returns comes from informed options traders’ information about upcoming analyst-related news. We examine three explanations for this finding: tipping, reverse tipping and common information. We find that analyst tipping to options traders is the most consistent explanation of these predictive patterns. In the second essay, we examine the relationship between put options and short sales. We are able to separate the speculative demand of informed traders from the hedging demand of options market makers in the lending market. We find that the put option bid-ask spread and put option trading volume both increase with the equity lending fee. However, we also find that put option trading volume decreases with the lending fee for banned stocks during the 2008 Short-Sale Ban period, i.e., when only options market makers can short. These findings suggest that when informed traders are allowed to short, their speculative demand dominates and drives the substitution that is observed between the two financial instruments. Nevertheless, the “complementarity” of these financial instruments might prevail when options market makers significantly reduce the supply of put options because of high hedging costs.
published_or_final_version
Economics and Finance
Doctoral
Doctor of Philosophy

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Più fonti

Libri sul tema "Stock options Options (Finance) Stocks"

1

1915-, Samuelson Paul Anthony, a cura di. Stock options. New York: Chelsea House Publishers, 1988.

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2

Torosian, Martin. Options, on stocks, futures contracts, stock indexes, interest rate, and foreign currencies. [Deerfield, Ill.]: MTA Financial Services Corp., 1985.

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3

Options, a comprehensive guide for options on stocks, stock indexes, future contracts, interest rates, foreign currencies. [Deerfield, Ill.]: MTA Financial Services Corp., 1986.

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4

Mun, Johnathan. Valuing Employee Stock Options. New York: John Wiley & Sons, Ltd., 2004.

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5

Option strategies: Profit-making techniques for stock, stock index, and commodity options. 3^a ed. Hoboken, N.J: Wiley, 2008.

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Option strategies: Profit-making techniques for stock, stock index, and commodity options. 2^a ed. New York: Wiley, 1996.

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Option strategies: Profit-making techniques for stock, stock index, and commodity options. New York: Wiley, 1987.

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Mullaney, Michael D. The complete guide to option strategies: Advanced and basic strategies on stocks, ETFs, indexes, and stock indexes. Hoboken, N.J: Wilye, 2009.

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9

Ltd, Euromoney Publications, a cura di. Financial options. London: Euromoney Publications, 1987.

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10

Thomsett, Michael C. Getting Started in Options. New York: John Wiley & Sons, Ltd., 2005.

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Capitoli di libri sul tema "Stock options Options (Finance) Stocks"

1

Hassan, Abul, e Sabur Mollah. "Financial Futures, Stock Options and Warrants in the Islamic Capital Market". In Islamic Finance, 131–47. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-91295-0_11.

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2

Markose, Sheri, Edward Tsang e Hakan Er. "Evolutionary Decision Trees for Stock Index Options and Futures Arbitrage". In Genetic Algorithms and Genetic Programming in Computational Finance, 281–308. Boston, MA: Springer US, 2002. http://dx.doi.org/10.1007/978-1-4615-0835-9_14.

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3

Nardon, Martina, e Paolo Pianca. "Binomial algorithms for the evaluation of options on stocks with fixed per share dividends". In Mathematical and Statistical Methods for Actuarial Sciences and Finance, 225–34. Milano: Springer Milan, 2010. http://dx.doi.org/10.1007/978-88-470-1481-7_23.

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4

Chiarella, Carl, Xue-Zhong He e Christina Sklibosios Nikitopoulos. "The Stock Option Problem". In Dynamic Modeling and Econometrics in Economics and Finance, 3–6. Berlin, Heidelberg: Springer Berlin Heidelberg, 2015. http://dx.doi.org/10.1007/978-3-662-45906-5_1.

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Gais, Martina, Renate Hecker e Ekkehard Wenger. "Time-lags between Price Changes of Stocks and Stock Options". In Contributions to Management Science, 255–79. Heidelberg: Physica-Verlag HD, 1999. http://dx.doi.org/10.1007/978-3-642-58664-4_13.

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Saiz, Gustavo, e Alain Albrecht. "Methods for Smallholder Quantification of Soil Carbon Stocks and Stock Changes". In Methods for Measuring Greenhouse Gas Balances and Evaluating Mitigation Options in Smallholder Agriculture, 135–62. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-29794-1_7.

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Chen, Ren-Raw, e Cheng-Few Lee. "A Constant Elasticity of Variance (CEV) Family of Stock Price Distributions in Option Pricing, Review, and Integration". In Handbook of Quantitative Finance and Risk Management, 1615–25. Boston, MA: Springer US, 2010. http://dx.doi.org/10.1007/978-0-387-77117-5_109.

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Jjagwe, Aisha, Vincent Kakembo e Barasa Bernard. "Land Use Cover Types and Forest Management Options for Carbon in Mabira Central Forest Reserve". In African Handbook of Climate Change Adaptation, 2733–54. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-45106-6_145.

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AbstractMabira Central Forest Reserve (CFR), one of the biggest forest reserves in Uganda, has increasingly undergone encroachments and deforestation. This chapter presents the implications of a range of forest management options for carbon stocks in the Mabira CFR. The effects of forest management options were reviewed by comparing above-ground biomass (AGB), carbon, and soil organic carbon (SOC) in three management zones. The chapter attempts to provide estimates of AGB and carbon stocks (t/ha) of forest (trees) and SOC using sampling techniques and allometric equations. AGB and carbon were obtained from a count of 143 trees, measuring parameters of diameter at breast height (DBH), crown diameter (CW), and height (H) with tree coordinates. It also makes use of the Velle (Estimation of standing stock of woody biomass in areas where little or no baseline data are available. A study based on field measurements in Uganda. Norges Landbrukshoegskole, Ås, 1995) allometric equations developed for Uganda to estimate AGB.The strict nature reserve management zone was noted to sink the highest volume of carbon of approximately 6,771,092.34 tonnes, as compared to the recreation zone (2,196,467.59 tonnes) and production zone (458,903.57 tonnes). A statistically significant relationship was identified between AGB and carbon. SOC varied with soil depth, with the soil surface of 0–10 cm depth registering the highest mean of 2.78% across all the management zones. Soil depth and land use/cover types also had a statistically significant effect on the percentage of SOC (P = 0.05). A statistically significant difference at the 95% significance level was also identified between the mean carbon stocks from one level of management zones to another. Recommendations include: demarcating forest boundaries to minimize encroachment, enforcement of forestry policy for sustainable development, promote reforestation, and increase human resources for efficient monitoring of the forest compartments.

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"Stock options". In Personal Finance and Investments. Routledge, 2008. http://dx.doi.org/10.4324/9780203895634.ch31.

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"Stock options". In Personal Finance and Investments, 633–47. Routledge, 2008. http://dx.doi.org/10.4324/9780203895634-42.

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Atti di convegni sul tema "Stock options Options (Finance) Stocks"

1

Beneder, Reimer, e Ton Vorst. "Options on Dividend Paying Stocks". In Proceedings of the International Conference on Mathematical Finance. WORLD SCIENTIFIC, 2001. http://dx.doi.org/10.1142/9789812799579_0017.

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2

Rakoto, Philémon. "The moderating effect of executive stock options on the value relevance of financial information". In 3rd Annual International Conference on Accounting and Finance (AF 2013). Global Science and Technology Forum Pte Ltd, 2013. http://dx.doi.org/10.5176/2251-1997_af13.58.

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Rakoto, Philemon. "Corporate governance, excessive stock option compensation and earnings restatement: evidence from Canada". In Annual International Conferences on Accounting and Finance. Global Science & Technology Forum (GSTF), 2012. http://dx.doi.org/10.5176/2251-1997_af79.

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