The tag has no usage guidance.

learn more… | top users | synonyms

5
votes
0answers
181 views

How companies choose earnings release dates, & effect on Implied Volatility

A company's earnings release date significantly affects weekly or monthly option prices/implied volatility. For companies that typically release earnings on the cusp of monthly options expiration, ...
2
votes
0answers
47 views

Capital increase: which stock price to use as input to Black-Scholes formula?

For an exercise we have to calculate the theoretical value of a scrip / preferential right on its issue day (23 April) in the context of a capital increase. The scrips are issued on 23 April. The ...
2
votes
0answers
43 views

What is the the correct treatment while short for the cash in lieu of a reverse split?

Long case: Assume I am Long 50 shares and there is a 2 for 3 reverse split. Let's denote the quantity of stock by x Prior to the split Portfolio is $-cash_0$ $+50x$ I am then at $-cash_0 +33x +\...
0
votes
0answers
20 views

Can one company pays more corporate income tax then it earns?

PWC has made an interactive table (include 189 countries), about the the number of payments what the companies have to pay in one country. The table shows that how many percentage of their profit have ...
0
votes
0answers
119 views

forward- and backward adjusting stockprices

Do you guys know if a paper has been published that discusses forward- and backward adjusted stockprices, and the look ahead bias coming from backward adjusted data?