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Applied Economics Letters Volume 10, 2003 - Issue 8
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Original Articles

Option straddle trading: Financial performance and economic significance of direct profit forecast and conventional strategies

An-Sing Chen National Chung Cheng University, Department of Finance, Chia-Yi, Taiwan, R.O.C. 621
&
Mark T. Leung Department of Management Science and Statistics, College of Business, University of Texas at San Antonio, San Antonio, Texas 78249, USA
Pages 493-498 | Published online: 06 Oct 2010

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Shivaprasad S P, Geetha E, Raghavendra Acharya, Vidya Bai G & Rajeev Matha. (2022) Are Options Trading Strategies Really Effective for Hedging in the Indian Derivatives Market?. Cogent Economics & Finance 10:1.
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Peeyush Bangur, Manoj Singh, Pankaj Kumar Singh & Ruchi Bangur. (2022) Determination of Properties of the Benchmark Index through Strangle Option Strategies. Journal of Asia-Pacific Business 23:4, pages 326-337.
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Andrew McKenzie, Michael Thomsen & Josh Phelan. (2007) How do you straddle hogs and pigs? Ask the Greeks!. Applied Financial Economics 17:7, pages 511-520.
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K. Maris, K. Nikolopoulos, K. Giannelos & V. Assimakopoulos. (2007) Options trading driven by volatility directional accuracy. Applied Economics 39:2, pages 253-260.
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Articles from other publishers (1)

P. Bangur, M. Kumar Singh, P. Kumar Singh & R. Bangur. (2021) Properties of Indian stock market: Evidence using strap option strategy. International Journal of Financial Engineering 08:04.
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