Valuation of american call options on dividend paying stocks empirical tests. Scholes values for European options on non-dividend paying stocks. protection decreases the value of a call option, it does provide the benefit of stocks. These biases were found empirically by Black and Scholes 2 in their test using OTC data. I. OTC Payout Protection. Because of the stock price.

Valuation of american call options on dividend paying stocks empirical tests

Why you never exercise an American Call Option on a Non-Dividend Paying Stock

Valuation of american call options on dividend paying stocks empirical tests. Valuation of American call options on dividend-paying stocks:: Empirical tests. Article · March with 88 Reads. DOI: /X(82) Cite this publication. Robert E. Whaley at Vanderbilt University. Robert E. Whaley. ; Vanderbilt University. Abstract. This paper examines the pricing performance of.

Valuation of american call options on dividend paying stocks empirical tests


If you experience problems downloading a file, check if you have the proper application to view it first. Please be patient as the files may be large. Full text for ScienceDirect subscribers only As the access to this document is restricted, you may want to look for a different version under "Related research" further below or search for a different version of it.

This item has more than 25 citations. To prevent cluttering this page, these citations are listed on a separate page. Statistics Access and download statistics Corrections When requesting a correction, please mention this item's handle: See general information about how to correct material in RePEc. For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: If you have authored this item and are not yet registered with RePEc, we encourage you to do it here.

This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about. If references are entirely missing, you can add them using this form. If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form. If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item.

If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation. Please note that corrections may take a couple of weeks to filter through the various RePEc services. Log in now much improved! Valuation of American call options on dividend-paying stocks: No abstract is available for this item. Article provided by Elsevier in its journal Journal of Financial Economics.

Access and download statistics. When requesting a correction, please mention this item's handle: Dana Niculescu If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. Louis using RePEc data.


More...

1729 1730 1731 1732 1733