Documenting spread and combination trading in a major options market for the first time, we
find that spreads and combinations collectively account for over 55% of large trades (trades …

… Apparently, traders are very reluctant to trade options in nontraditional ratios—a pattern that
we also observe for vertical spreads (Chaput & Ederington, 2003b). Alternatively, straddles …

Although the academic literature has long argued that discounted cash flow methods are
superior to other capital budgeting rules, these methods have only fairly recently come into …

… As described in Chaput and Ederington (2003), we applied several screens to the raw
data removing trades solely between floor traders (since it is unclear who initiated the trade), …

… 405-325-5591 scott.chaput@otago.ac.nz … According to Chaput … As explained in
Chaput and Ederington (2003), major option spreads and combinations …

Can you give an example of wrong-way risk? Are you confident of the distinctions between
operating risk, operational risk, and operations risk? Can you define and distinguish between …

… Scott ChaputSchool of Business, Department of Accountancy and Finance, University of
Otago, Dunedin, New Zealand … This feature requires Javascript. Click on a formula to zoom. …

… As explained in Chaput and Ederington (2002a), existing public option data sets do not …
described in Chaput and Ederington (2003), we applied several screens to the raw data …

As the Cordilleran and Laurentide Ice Sheets retreated, North America was colonized by
human populations; however, the spatial patterns of subsequent population growth are unclear. …

… , to ensure continued support, we are displaying the site without styles and JavaScript. …
Hansen TK, Dall R, Hosoda H, Kojima M, Kangawa K, Christiansen JS et al. Weight … JP Chaput …