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RATIONAL EARLY EXERCISE OF EQUITY AND INDEX OPTIONS: THE IMPACT OF MARKET FRICTIONS

1996; Wiley; Volume: 23; Issue: 7 Linguagem: Inglês

10.1111/j.1468-5957.1996.tb01033.x

ISSN

1468-5957

Autores

Paul Dawson,

Tópico(s)

Financial Reporting and Valuation Research

Resumo

Journal of Business Finance & AccountingVolume 23, Issue 7 p. 931-951 RATIONAL EARLY EXERCISE OF EQUITY AND INDEX OPTIONS: THE IMPACT OF MARKET FRICTIONS Paul Dawson, Corresponding Author Paul Dawson The author is from City University Business School. He is grateful to Gordon Gemmill, Stewart Hodges, Roy Batchelor and two anonymous referees for helpful comments on earlier drafts of this paper and to the London Options Clearing House for the provision of data. Any remaining errors are the authors own.City University Business School, Frobisher Crescent, Barbican Centre, London EC2Y 8HB, UK.Search for more papers by this author Paul Dawson, Corresponding Author Paul Dawson The author is from City University Business School. He is grateful to Gordon Gemmill, Stewart Hodges, Roy Batchelor and two anonymous referees for helpful comments on earlier drafts of this paper and to the London Options Clearing House for the provision of data. Any remaining errors are the authors own.City University Business School, Frobisher Crescent, Barbican Centre, London EC2Y 8HB, UK.Search for more papers by this author First published: October 1996 https://doi.org/10.1111/j.1468-5957.1996.tb01033.xCitations: 4 AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinkedInRedditWechat Citing Literature Volume23, Issue7October 1996Pages 931-951 RelatedInformation

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