The efficiency of the buy-write strategy: Evidence from Australia
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DOI: 10.1016/j.intfin.2011.10.001
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References listed on IDEAS
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Cited by:
- Tafadzwa Mugwagwa & Vikash Ramiah & Imad Moosa, 2015. "The Profitability of Option-Based Contrarian Strategies: An Empirical Analysis," International Review of Finance, International Review of Finance Ltd., vol. 15(1), pages 1-26, March.
- Martina RUSNÁKOVÁ, 2015. "Commodity price risk management using option strategies," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 61(4), pages 149-157.
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More about this item
Keywords
Buy-write strategy; Option; Equity; Portfolio performance; Efficient market;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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