Implied volatility and contagion in the options market

QR Code

Implied volatility and contagion in the options market

Among options traders, implied volatility is regarded as one of the most important variables for determining profitability in options trading. Implied volatility implies the future underlying stock volatility, and whilst it cannot predict market direction, it can forecast the stock’s potential for l...

Full description

Bibliographic Details
Main Authors:	Prima Sakti, Muhammad Rizky, Mohamad, Azhar
Format:	Proceeding Paper
Language:	English English
Published:	2014
Subjects:	HG4501 Stocks, investment, speculation
Online Access:	http://irep.iium.edu.my/41306/ http://irep.iium.edu.my/41306/1/Implied_Volatility_and_Contagion_Istanbul.pdf http://irep.iium.edu.my/41306/2/Ibesra_Istanbul_Certificate.jpg

Similar Items

Implied volatility forecasting in the options market: a survey
by: Mohamad, Azhar
Published: (2016)

An empirical test of implied volatility in Singaporean structured warrants
by: Samsudin, Najmi Ismail Murad, et al.
Published: (2018)

Short-selling ban and cross-sectoral contagion: evidence from the UK
by: Mohamad, Azhar, et al.
Published: (2014)

Short-selling ban and cross-sectoral contagion: evidence from the UK
by: Mohamad, Azhar, et al.
Published: (2015)

Short-selling ban and cross-sectoral contagion: evidence from the UK
by: Mohamad, Azhar, et al.
Published: (2012)

Testing the conventional and Islamic financial market contagion: evidence from wavelet analysis
by: Saiti, Buerhan, et al.
Published: (2016)

A wavelet-based approach to testing shari’ah-compliant stock market contagion:evidence from the ASEAN countries
by: Saiti, Buerhan, et al.
Published: (2013)

Contagion effects of financial crisis: a meta-analysis
by: Mohamad, Azhar
Published: (2015)

Crude palm oil market volatility: Malaysian evidence
by: Haron, Razali, et al.
Published: (2014)

The effect of GST announcement on stock market volatility: evidence from intraday data
by: Haron, Razali, et al.
Published: (2019)

Modeling univariate volatility of stock returns using stochastic GARCH models:Evidence from 4-Asian markets
by: Islam, Mohd Aminul
Published: (2013)

Asset pricing in developed and emerging markets:a survey
by: Mohamad, Azhar, et al.
Published: (2016)

Creating a two-way market via short selling and its potential use in the Islamic paradigm
by: Mohamad, Azhar
Published: (2015)

Creating a two-way market via short selling and its potential use in the Islamic paradigm
by: Mohamad, Azhar
Published: (2013)

Circuit breakers as market stability levers: a survey of research, praxis, and challenges
by: Sifat, Imtiaz Mohammad, et al.
Published: (2018)

Circuit breakers as market stability levers: a survey of research, praxis, and challenges
by: Sifat, Imtiaz Mohammad, et al.
Published: (2019)

Price discovery between index futures and spot markets
by: Sifat, Imtiaz Mohamma, et al.
Published: (2019)

Applying generalized autoregressive conditional heteroscedasticity models to model univariate volatility
by: Islam, Mohd Aminul
Published: (2014)

Estimating volatility of stock index returns by using symmetric Garch models
by: Islam, Mohd Aminul
Published: (2013)

Modeling volatility using GARCH (1, 1) Model: The case of Kuala Lumpur Composite Index (KLCI)
by: Islam, Mohd Aminul
Published: (2013)

Correlation studies on equity markets using linear regression model - Malaysia developing and developed markets
by: Haron, Razali, et al.
Published: (2006)

Correlation studies on equity markets using linear regression model - Malaysia, developing and developed markets
by: Haron, Razali, et al.
Published: (2006)

The efficiency of trading halts: emerging market evidence
by: Bacha, Obiyathulla Ismath, et al.
Published: (2008)

FRGS final report: regulating a mis-regulation of trading halts through a comprehensive financial legal framework for the protection of investors’ interest
by: Mohamad, Azhar
Published: (2019)

Seeking negative alphas through shorting
by: Mohamad, Azhar
Published: (2017)

Is shorting of Exchange Traded Funds a dangerous financial sport? recent UK evidence
by: Mohamad, Azhar
Published: (2013)

Effect of crude oil spot and futures price volatility on South East Asia Islamic equity market
by: Quadry, Mahmud Oluwaseyi, et al.
Published: (2016)

Investors’ confidence in the Malaysian stock market and religiosity during investment decisions
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2019)

Hedging effectiveness of Malaysian derivative markets under different asset classes
by: Salami, Monsurat Ayojimi, et al.
Published: (2019)

Shari’ah principles of sukuk structure in Malaysia Islamic capital market
by: Kamaluddin, Norlela, et al.
Published: (2012)

Modelling the conditional variance and asymmetric response to past shocks in the Malaysian bond market
by: Rahman, Maya Puspa, et al.
Published: (2015)

A qualitative inquiry into the investment decision behaviour of the Malaysian stock market investors
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2016)

Testing the validation of the financial cooperation agreement among ASEAN+3 stock markets
by: Rahman, Md. Saifur, et al.
Published: (2017)

Long-run relationship between Malaysian crude palm oil spot and futures market
by: Salami, Mansurat Ayojimi, et al.
Published: (2014)

Islamic versus conventional stock market indices performance: empirical evidence from Turkey
by: Bayram, Kamola, et al.
Published: (2019)

Order imbalance and selling aggression under a shorting ban: Evidence from the UK
by: Mohammad Sifat, Imtiaz, et al.
Published: (2015)

Trading aggression when price limit hits are imminent: NARDL based intraday investigation of magnet effect
by: Mohamad, Azhar, et al.
Published: (2018)

Short selling and exchange-traded funds returns: evidence from the London Stock Exchange
by: Mohamad, Azhar, et al.
Published: (2016)

Financial interdependence or contagion? evidence from a meta-analysis
by: Zhang, H. C., et al.
Published: (2019)

An investigation of magnet effect via overnight returns: the Malaysian case
by: Mohamad, Azhar, et al.
Published: (2018)