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Options and Options Pricing

Hendrik S. Houthakker and Peter J. Williamson

in The Economics of Financial Markets

Published in print:
1996
Published Online:
November 2003
ISBN:
9780195044072
eISBN:
9780199832958
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/019504407X.003.0008
Subject:
Economics and Finance, Financial Economics

The first section of this chapter discusses the basic features of option contracts, with special reference to stock options, including the way in which the contractual elements of an option (such as ... More


Information Intermediaries' Incentives and Corporate Strategy Choices in the US

Patrick Moreton and Todd Zenger

in Corporate Governance and Firm Organization: Microfoundations and Structural Forms

Published in print:
2004
Published Online:
September 2007
ISBN:
9780199269761
eISBN:
9780191710087
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199269761.003.0006
Subject:
Business and Management, Corporate Governance and Accountability

This chapter criticizes and extends current shareholder value approaches to CG by highlighting the subjective features of share prices as ‘perceptions of value’, and testing the hypothesis that ... More


Stock Trading in Space and Time: Information and Prices around the Globe

Dariusz Wójcik

in The Global Stock Market: Issuers, Investors, and Intermediaries in an Uneven World

Published in print:
2011
Published Online:
September 2011
ISBN:
9780199592180
eISBN:
9780191729089
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199592180.003.0005
Subject:
Business and Management, Finance, Accounting, and Banking

With continued focus on investors, Chapter 5 investigates the circulation of information on secondary stock markets, using the case study of HSBC shares traded on the exchanges in New York, London, ... More


Portfolio Investors and the German Model

Gordon L. Clark and Dariusz Wójcik

in The Geography of Finance: Corporate Governance in the Global Marketplace

Published in print:
2007
Published Online:
October 2011
ISBN:
9780199213368
eISBN:
9780191695858
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199213368.003.0003
Subject:
Business and Management, Finance, Accounting, and Banking

This chapter combines financial data with research on the geography of the German capital market in order to assess the relationship between corporate governance and stock price volatility. It argues ... More


Noise Trader Risk in Financial Markets

Andrei Shleifer

in Inefficient Markets: An Introduction to Behavioral Finance

Published in print:
2000
Published Online:
November 2003
ISBN:
9780198292272
eISBN:
9780191596933
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198292279.003.0002
Subject:
Economics and Finance, Financial Economics

Examines how noise traders can limit arbitrage even in an environment that is very close to a textbook model. The author constructs an overlapping generation (OLG) model where noise traders generate ... More


Order Flow, Liquidity, and Securities Price Dynamics

Thierry Foucault, Marco Pagano, and Ailsa Röell

in Market Liquidity: Theory, Evidence, and Policy

Published in print:
2013
Published Online:
September 2013
ISBN:
9780199936243
eISBN:
9780199333059
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199936243.003.0004
Subject:
Economics and Finance, Financial Economics

This chapter provides a framework for understanding intraday stock price variations. The framework also helps to explain the factors that determine variables such as the order flow and the bid-ask ... More


Stochastic methods in investment decision

Melvin Lax, Wei Cai, and Min Xu

in Random Processes in Physics and Finance

Published in print:
2006
Published Online:
January 2010
ISBN:
9780198567769
eISBN:
9780191718359
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198567769.003.0016
Subject:
Physics, Theoretical, Computational, and Statistical Physics

Derivative securities have a value related to the underlying security or asset. When a derivative such as a put, a forward, or future sale, is not priced correctly, one can, by making compensating ... More


Stock Market Operation and Equity Price Determination in an Economy with an Interest-Free Banking System: The Case of Iran

Karim Eslamloueyan

in Islamic Perspectives on Wealth Creation

Published in print:
2005
Published Online:
March 2012
ISBN:
9780748621002
eISBN:
9780748653096
Item type:
chapter
Publisher:
Edinburgh University Press
DOI:
10.3366/edinburgh/9780748621002.003.0013
Subject:
Society and Culture, Middle Eastern Studies

This chapter applies the Autoregressive Distributed Lag model to examine the stock price movements in the Tehran Stock Exchange (TSE) after the introduction of Islamic banking in the country. It ... More


Liquidity and Asset Prices

Thierry Foucault, Marco Pagano, and Ailsa Röell

in Market Liquidity: Theory, Evidence, and Policy

Published in print:
2013
Published Online:
September 2013
ISBN:
9780199936243
eISBN:
9780199333059
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199936243.003.0010
Subject:
Economics and Finance, Financial Economics

This chapter first explains how liquidity affects the returns required by investors, and hence asset prices. It then examines how prices in illiquid markets may diverge from underlying long-run ... More


Results of the Model Selection Approach

Michio Hatanaka

in Time-Series-Based Econometrics: Unit Roots and Co-integrations

Published in print:
1996
Published Online:
November 2003
ISBN:
9780198773535
eISBN:
9780191596360
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198773536.003.0009
Subject:
Economics and Finance, Econometrics

This chapter examines historical data and post-war quarterly data in the USA. Historical data, i.e. real GNP, real wage, real interest rate, and unemployment rate are analysed as real economic ... More


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