Search
Now showing items 1-5 of 5
Indian equity options: smile, risk premiums, and efficiency
(John Wiley & Sons, 2018-09-15)
We study the pricing of equity options in India which is one of the world's largest options markets. Our findings are supportive of market efficiency: A parsimonious smile‐adjusted Black model fits option prices well, and ...
Size, value, and momentum in Indian Equities
(Sage, 2017)
A quarter century has elapsed since India embarked on the process of economic reforms in 1991. In this article, we look at the post-reform period of the Indian equity market to understand the performance ...
Financial literacy among working young in urban India
(Elsevier, 2015)
The working young in urban India exhibit inferior financial knowledge, inferior financial attitude, and superior financial behavior compared to their counterparts elsewhere. While both men and women require intervention ...
Informed trading around earnings announcements—Spot, futures, or options?
(Wiley, 2018)
Recent literature reports higher single stock options (SSO) volume before earnings announcements (EA). There are no studies that explore single stock futures (SSF) in this context because of illiquid SSF markets in developed ...
Beleif distortion near 52W high and low: evidence from Indian equity options market
(Wiley, 2023-06-28)
We examine investors' behavioral biases and preferences in the options market near 52-week high and low (52W-H/L) using Indian options market data. We document that as the stock price approaches 52W high (low), the skewness ...