Options on Leveraged Equity: Theory and Empirical Tests

• 1 July 1997
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 52  (3) , 1151-1180
• https://doi.org/10.2307/2329519

Abstract

Keywords

• FINANCED
• OPTION PRICING
• LEVERAGED EQUITY
• BANKRUPTCY
• PRICING BIASES
• TAXES
• COVENANTS
• NET