Failure to exercise call options: An anomaly and a trading game
- 1 February 2008
- journal article
- Published by Elsevier in Journal of Financial Markets
- Vol. 11 (1) , 1-35
- https://doi.org/10.1016/j.finmar.2007.09.001
Abstract
No abstract availableThis publication has 28 references indexed in Scilit:
- Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?The Journal of Finance, 2004
- Toward a National Market System for U.S. Exchange–listed Equity OptionsThe Journal of Finance, 2004
- The Behavior of Bid‐Ask Spreads and Volume in Options Markets during the Competition for Listings in 1999The Journal of Finance, 2003
- The Rationality of Early Exercise Decisions: Evidence from the S&P 100 Index Options MarketThe Review of Financial Studies, 1993
- Voluntary conversion of convertible securities and the optimal call strategyJournal of Financial Economics, 1989
- Dividend SpreadsThe Journal of Business, 1988
- Efficient Analytic Approximation of American Option ValuesThe Journal of Finance, 1987
- The valuation of American call options and the expected ex-dividend stock price declineJournal of Financial Economics, 1986
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Stock Price Behavior on Ex-Dividend DatesThe Journal of Finance, 1955