Are Options Trading Strategies Really Effective for Hedging in the Indian Derivatives Market?

S SP, GE, R Acharya, R Matha - Cogent Economics & Finance, 2022 - Taylor & Francis
Hedging being a predominant financial concern, is considered as a robust method of
managing investment risks. Literature evinces that the covered call strategy provides …

The efficiency of the buy-write strategy: Evidence from Australia

T Mugwagwa, V Ramiah, T Naughton… - Journal of International …, 2012 - Elsevier
We examine the performance of the buy-write option strategy (BWS) on the Australian Stock
Exchange and analyse whether such an investment opportunity violates the efficient market …

Are covered calls the right option for Australian investors?

SJ Niblock, E Sinnewe - Studies in Economics and Finance, 2018 - emerald.com
Purpose The purpose of this paper is to examine whether superior risk-adjusted returns can
be generated using monthly covered call option strategies in large capitalized Australian …

Flight of the condors: evidence on the performance of condor option spreads in Australia

SJ Niblock - Applied Finance Letters, 2017 - ojs.aut.ac.nz
This paper examines whether superior nominal and risk-adjusted returns can be generated
using condor option spread strategies on a large capitalized Australian stock. Monthly …

[PDF][PDF] Methods and performances of collar strategies

N El-Hassan, A Hall, I Tulunay - 2018 - researchgate.net
Methods and Performances of Collar Strategies Page 1 Methods and Performances of Collar
Strategies Nadima El-Hassan Finance Discipline Group University of Technology, Sydney …

[BOOK][B] Buy and hold versus a market timing strategy: Testing the weak form of the efficient market hypothesis in the 21st century

PS Gold - 2018 - search.proquest.com
The efficient market hypothesis (EMH) is one of the most influential theories of modern
economics and a cornerstone of finance that was originally formulated more than five …

Performance of a balanced portfolio with active covered-call strategies

N El-Hassan, A Hall, I Tulunay - Journal of Applied Business and …, 2022 - articlearchives.co
This study investigates the performance of local and global investments with and without
covered call option strategies over the period from January 2000 to December 2015. The …

Methods and Analysis of Collar Strategies

N El-Hassan, A Hall, I Tulunay - Journal of Applied Business and …, 2021 - articlearchives.co
An equity portfolio with a collar strategy consists of a long position in the underlying index
together with long put options for insurance and short call options to mitigate the cost of …

[PDF][PDF] Stock Market Anomalies for Companies Listed on the National Stock Exchange of Australia

J Borromeo - 2018 - vuir.vu.edu.au
Purpose–Many theoretical financial theories attempt to explain the behaviour of stocks and
the structure of their returns, namely the Portfolio Theory, the Capital Asset Pricing Model …

[CITATION][C] Utvärdering av covered call strategier på den svenska aktiemarknaden

J Knutsson