There may be a new eurodollar whale in town. About $30 million has been plowed into an options bet that the market has gone too far in pricing in Federal Reserve cuts this year. Capstone: the fund betting that market volatility has a ... Most asset classes have a vibrant options market that allow traders to punt on turbulence, and financial engineers have over the years churned out an array of “pure” volatility derivatives ... A Huge Options Trade Is Betting Markets Are Wrong on Fed ... There may be a new eurodollar whale in town. About $30 million has been plowed into an options bet that the market has gone too far in pricing in Federal Reserve cuts this year.
3 Best Casino Stocks to Gamble on Right Now - TheStreet
See a list of academic papers using OptionMetrics data for volatility metrics. ... P. Van Tassel: “Relative Pricing and Risk Premia in Equity Volatility Markets” ... expected volatility and 2) a risk preference component, using Optionmetrics Ivy option ... We find evidence that uninformed traders (e.g., gamblers) may drive lottery … Religious Beliefs, Gambling Attitudes, and Financial Market Outcomes∗ 6 Mar 2009 ... option grants to non-executives reflect the gambling preferences of ..... volatility and employee gambling preference: The religion-option value. What Is Options Trading? Examples and Strategies in 2018 - TheStreet 9 Nov 2018 ... Well, buying options is basically betting on stocks to go up, down or to hedge a .... When trading options on the stock market, stocks with high volatility (ones .... or risky depending on their preference (which is a definite plus). RISK AND THE REQUIRED RETURN ON EQUITY - Arditti - 1967 ...
Betting on Volatility Begins to Pay Off For Hedge Funds - WSJ
Order information: Web: http://www.springer.com/economics/economic theory/journal/10203/PS2 Download restrictions: Access to the full text of the articles in this series is restricted. Mathematical Finance, Wiley Blackwell | Ideas/RePEc
Gambling preference and individual equity option returns
Local Gambling Preferences and Corporate Innovative Success Gambling preferences are naturally relevant to innovative activity, with in- ... ( 2013) show that short-termism in capital markets discourages firms from pursu- .... Incorporating both option- and press-based measures of CEO overconfidence, ..... We use two proxies of firm volatility: stock return volatility and profit volatility.
Swedroe: Investors Like Lotteries | ETF.com
The risk reduction for low volatility strategies is easily understood and has been highly desirable post the global financial crisis where risk awareness has become high. Low volatility equity strategies generally run a beta of 0.7 with respect to a cap-weighted market factor. Capstone: the fund betting that market volatility has a ... Most asset classes have a vibrant options market that allow traders to punt on turbulence, and financial engineers have over the years churned out an array of “pure” volatility derivatives ... A Huge Options Trade Is Betting Markets Are Wrong on Fed ... There may be a new eurodollar whale in town. About $30 million has been plowed into an options bet that the market has gone too far in pricing in Federal Reserve cuts this year.
GAMBLING PREFERENCES, OPTIONS MARKETS, AND … GAMBLING PREFERENCES, OPTIONS MARKETS, AND VOLATILITY Benjamin M. Blau a, T. Boone Bowles b, and Ryan J. Whitby c Abstract: This study examines whether the gambling behavior of investors affect volume and volatility in Gambling Preferences, Options Markets, and Volatility by Jul 03, 2013 · Despite assumptions of mean-variance efficiency that underlie most asset pricing models, investors have shown a penchant for positive skewness. This study documents that the ratio of call option volume relative to total option volume is greatest for stocks with return distributions that resemble Gambling Preferences, Options Markets, and Volatility