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Showing 1 - 3 of 3 Records

Miniature of Losing is Optional: Retail Option Trading and Expected Announcement Volatility

Losing is Optional: Retail Option Trading and Expected Announcement Volatility

GSB Authors: Kevin Smith
Date: 2025-01-15
Publication Type: Working Papers

Miniature of Robust Option Pricing: Hannan and Blackwell Meet Black and Scholes

Robust Option Pricing: Hannan and Blackwell Meet Black and Scholes

GSB Authors: Peter DeMarzo
Date: 2016-01-22
Publication Type: Articles
Publication: Journal of Economic Theory

Miniature of Non-Diversifiable Volatility Risk and Risk Premiums at Earnings Announcements

Non-Diversifiable Volatility Risk and Risk Premiums at Earnings Announcements

GSB Authors: Mary Barth
Date: 2014-10-01
Publication Type: Articles
Publication: The Accounting Review