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1. 1. Options and analysts : A study on the relationship between option implied volatility and analyst consensus recommendations

   University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

   Author : Ludwig Flank Zetterström; Krenare Salihu; [2022]
   Keywords : Finance; options; option implied volatility; stock recommendations; revisions; information asymmetries;

   Abstract : The purpose of our thesis is to examine the relationship between option implied volatility and analyst consensus recommendation revisions. We offer a Swedish perspective on the growing popularity of equity options and its relationship with different stock market participants and returns. READ MORE