Sadeqi Sharif, Seyed Jalal and Joshan, Ebrahim and Orouji, Marjan (2016) The Effect of Put Option Issuing on Risk Adjusted Return. Review of European Studies, 8 (4). pp. 11-18. ISSN 1918-7173
60894-223472-1-PB.pdf - Published Version
Download (215kB)
Abstract
This research investigates the relation between put option issuing and risk adjusted return in Iran capital market for the period 2002-2016. Because data were not available before 2002, data from the period 2002 to 2016 were studied. All data gathered from Tehran Stock Exchange database the sample include 36 issuing events. The Event Study method was implied for 5 days. The empirical result shows that there is a significant relation between issuing options and abnormal return for the company stock, furthermore there is an approved relation between that abnormal return and stock liquidity, but the relation between option volume and that rerun was not approved.
Item Type: | Article |
---|---|
Subjects: | West Bengal Archive > Multidisciplinary |
Depositing User: | Unnamed user with email support@westbengalarchive.com |
Date Deposited: | 28 May 2024 05:40 |
Last Modified: | 28 May 2024 05:40 |
URI: | http://article.stmacademicwriting.com/id/eprint/1261 |