The Profitability of Volatility Spread Trading on ASX Equity Options

SSRN Electronic Journal ◽

10.2139/ssrn.2135857 ◽

2012 ◽

Author(s):

Binh Huu Do ◽

Anthony Foster ◽

Philip Gray

Keyword(s):

Equity Options

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Trading Activity and Bid-Ask Spreads of Individual Equity Options

SSRN Electronic Journal ◽

10.2139/ssrn.1356190 ◽

2008 ◽

Author(s):

Jason Zhanshun Wei

Keyword(s):

Trading Activity ◽

Equity Options ◽

Bid Ask Spreads

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Review of Early 2009 SEC Approved Rule Changes Impacting Exchange Traded Equity Options and Possible Implications

SSRN Electronic Journal ◽

10.2139/ssrn.1405682 ◽

2009 ◽

Cited By ~ 1

Author(s):

Edwin D. Maberly ◽

Raylene M. Pierce

Keyword(s):

Equity Options ◽

Rule Changes

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A Smiling Bear in the Equity Options Market and the Cross-Section of Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2632763 ◽

2015 ◽

Author(s):

Hye-hyun Park ◽

Baeho Kim ◽

Hyeongsop Shim

Keyword(s):

Stock Returns ◽

Cross Section ◽

Options Market ◽

Equity Options ◽

The Cross

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Pricing European Style Equity Options

SSRN Electronic Journal ◽

10.2139/ssrn.2653255 ◽

2015 ◽

Author(s):

David E. Harris

Keyword(s):

Equity Options

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Order Cancellations, Fees, and Execution Quality in U.S. Equity Options

SSRN Electronic Journal ◽

10.2139/ssrn.3088841 ◽

2019 ◽

Cited By ~ 1

Author(s):

Todd Griffith ◽

Robert A. Van Ness

Keyword(s):

Equity Options

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On the Valuation of Equity Options with Dividend-Protection Features

SSRN Electronic Journal ◽

10.2139/ssrn.3357971 ◽

2019 ◽

Author(s):

Ghislain Vong

Keyword(s):

Equity Options

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Systematic Variance Risk and Firm Characteristics in the Equity Options Market

SSRN Electronic Journal ◽

10.2139/ssrn.858304 ◽

2006 ◽

Cited By ~ 3

Author(s):

Vadim di Pietro ◽

Gregory Vainberg

Keyword(s):

Firm Characteristics ◽

Options Market ◽

Equity Options ◽

Variance Risk

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Options – III: Equity Options Strategies

Derivatives ◽

10.1017/9781108236041.015 ◽

2017 ◽

pp. 194-203

Keyword(s):

Equity Options

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Early exercise of American put options: Investor rationality on the Swedish equity options market

Journal of Futures Markets ◽

10.1002/(sici)1096-9934(200002)20:2<167::aid-fut4>3.0.co;2-5 ◽

2000 ◽

Vol 20 (2) ◽

pp. 167-188 ◽

Cited By ~ 7

Author(s):

Malin Engstr�m ◽

Lars Nord�n ◽

Anders Str�mberg

Keyword(s):

Options Market ◽

Equity Options ◽

Put Options ◽

Early Exercise ◽

American Put Options ◽

American Put

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Systematic Risk and the Price Structure of Individual Equity Options

Review of Financial Studies ◽

10.1093/rfs/hhn057 ◽

2008 ◽

Vol 22 (5) ◽

pp. 1981-2006 ◽

Cited By ~ 75

Author(s):

Jin-Chuan Duan ◽

Jason Wei

Keyword(s):

Systematic Risk ◽

Equity Options ◽

Price Structure

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