Essays about: "Alan Karaduman Sorsenger"

Found 1 essay containing the words Alan Karaduman Sorsenger.

  1. 1. Option Expiration Day Impact on Underlying Stock Return- A Study on the Swedish Option Market

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Alisa Penkina; Alan Karaduman Sorsenger; Sirwan Kakai; [2023]
    Keywords : Option Market; Open Interest; Stock Return; Delta Hedging; Option Expiration Day; Business and Economics;

    Abstract : Research questions: Is there significant change in the stock return on option expiration dates in the underlying stock? Does the net open interest have an effect on the return of the underlying stock on option expiration day? Purpose: The purpose of the bachelor's thesis is to study whether there is a significant difference in the stock returns on option expiration dates in relation to the net open interest of the underlying stocks within the OMXS30 index. Methodology: A quantitative study using a deductive approach to statistically describe the relationship between the daily stock return with open interest and traded volume. READ MORE