Tests for tax-clientele and tax-option effects in U.S. treasury bonds

Article Abstract:

How far the price of a bond may deviate from its present value is affected by both tax clientele having different tax brackets and tax options.

Statistical Data Included, Methods, Prices and rates, Tax planning, Capital gains tax, Treasury securities, Estimated taxes

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The information frown in option prices

Article Abstract:

The impact of implied volatility forecasting on options and future markets is examined.

Options (Finance)

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Modeling time series information into option prices: an empirical evaluation of statistical projection and GARCH option pricing model

Article Abstract:

The viability of econometric models to evaluate option pricing is examined.

Taiwan, Usage, Stock index options, Econometric models

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