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The Efficiency of the Buy-Write Strategy: Evidence from Australia

https://doi.org/10.2139/ssrn.1535123
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0378-4266(91)90090-9openalex-extracted
The effects of option listing on the underlying stocks' return processes
inferredcites →https://doi.org/10.1016/j.jbankfin.2004.05.037openalex-extracted
The information frown in option prices
inferredcites →https://doi.org/10.1016/j.jbankfin.2010.02.012openalex-extracted
Trading activity and bid–ask spreads of individual equity options
inferredcites →https://doi.org/10.1016/j.jbankfin.2010.02.027openalex-extracted
Does information drive trading in option strategies?
inferredcites →https://doi.org/10.1016/s0378-4266(98)00056-9openalex-extracted
A note on the impact of options on stock return volatility
inferredcites →https://doi.org/10.1086/260062openalex-extracted
The Pricing of Options and Corporate Liabilities
inferredcites →https://doi.org/10.1111/j.1475-6803.2006.00189.xopenalex-extracted
INDIVIDUAL EQUITY RETURN DATA FROM THOMSON DATASTREAM: HANDLE WITH CARE!
inferredcites →https://doi.org/10.1111/j.1540-6261.1970.tb00518.xopenalex-extracted
EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00647.xopenalex-extracted
Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?
inferredcites →https://doi.org/10.1142/9789812701022_0008openalex-extracted
Theory of rational option pricing
inferredcites →https://doi.org/10.2469/dig.v29.n3.537openalex-extracted
Beyond Mean–Variance: Performance Measurement in a Nonsymmetrical World
inferredcites →https://doi.org/10.2469/faj.v31.n4.36openalex-extracted
Fact and Fantasy in the Use of Options
inferredcites →https://doi.org/10.2469/faj.v42.n4.39openalex-extracted
Determinants of Portfolio Performance
inferredcites →https://doi.org/10.2469/faj.v44.n5.80openalex-extracted
A Simple Formula to Compute the Implied Standard Deviation
inferredcites →https://doi.org/10.2469/faj.v62.n5.4281openalex-extracted
Finding Alpha via Covered Index Writing
inferredcites →https://doi.org/10.3905/jod.2002.319194openalex-extracted
Return and Risk of CBOE Buy Write Monthly Index
inferredcites →https://doi.org/10.3905/joi.3.3.59openalex-extracted
Performance Measurement in a Downside Risk Framework
inferredcites →https://doi.org/10.3905/jpm.2008.709985openalex-extracted
Expected Return and Risk of Covered Call Strategies
inferredcites →https://doi.org/10.3905/jpm.23.2.45openalex-extracted
Risk-Adjusted Performance
inferredcites →https://doi.org/10.1080/135184700336937openalex-snapshot
The performance of covered calls
inferredcites →https://doi.org/10.1111/1468-036x.00145openalex-snapshot
Improving Portfolio Performance with Option Strategies: Evidence from Switzerland
inferredcites →https://doi.org/10.3905/jai.2007.682735openalex-snapshot
The Risk and Return Characteristics of the Buy-Write Strategy on the Russell 2000 Index
inferredcites →https://doi.org/10.3905/joi.2005.517177openalex-snapshot
Passive Options-Based Investment Strategies

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.1016/s2212-5671(15)01379-9openalex-snapshot
Short Combo Strategy Using Barrier Options and its Application in Hedging
inferred← citeshttps://doi.org/10.1111/irfi.12042openalex-snapshot
The Profitability of Option‐Based Contrarian Strategies: An Empirical Analysis
inferred← citeshttps://doi.org/10.33423/jabe.v23i8.4882openalex-snapshot
Methods and Analysis of Collar Strategies
inferred← citeshttps://doi.org/10.33423/jabe.v24i3.5307openalex-snapshot
Performance of a Balanced Portfolio With Active Covered-Call Strategies
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