University of Aberdeen logo

AURA - Aberdeen University Research Archive

 

Does government ownership differently impact expected left-tail and volatility risk of bank stock? Evidence from options market

Simple item page
dc.contributor.authorSrivastava, Pranjal
dc.contributor.authorSaurav, Sumit
dc.contributor.authorMishra, Abinash
dc.contributor.institutionUniversity of Aberdeen.Financeen
dc.date.accessioned2025-06-24T09:45:01Z
dc.date.available2025-06-24T09:45:01Z
dc.date.issued2025-09
dc.descriptionWe are grateful for the helpful comments from the anonymous referee, Rajkamal Iyer (Editor), Shashidhar Murthy, Vineet Virmani, the seminar participants at the 2024 BAFA Annual Conference, Brown Bag Seminar Series, IIM Bangalore, and Internal Seminar Series, University of Aberdeen. All remaining errors are our responsibility. This paper subsumes the initial version circulated as “Government Put: What Options Market Imply about the Volatility and Left-tail Risk of Indian Public versus Private Banks.”en
dc.description.statusPeer revieweden
dc.format.extent1516896
dc.identifier304905758
dc.identifierbf0338b1-4064-4009-9851-3fd2a0f97f05
dc.identifier105008372934
dc.identifier.citationSrivastava, P, Saurav, S & Mishra, A 2025, 'Does government ownership differently impact expected left-tail and volatility risk of bank stock? Evidence from options market', Journal of Corporate Finance, vol. 94, 102832. https://doi.org/10.1016/j.jcorpfin.2025.102832en
dc.identifier.doi10.1016/j.jcorpfin.2025.102832
dc.identifier.issn0929-1199
dc.identifier.otherRIS: urn:4C38A95A7F3D7E2AD2E3B6526BEDEF4A
dc.identifier.otherORCID: /0000-0002-0157-0895/work/186084584
dc.identifier.urihttps://hdl.handle.net/2164/25603
dc.identifier.urlhttps://www.sciencedirect.com/science/article/pii/S0929119925001002en
dc.identifier.vol94en
dc.language.isoeng
dc.relation.ispartofJournal of Corporate Financeen
dc.subjectGovernment ownershipen
dc.subjectBanksen
dc.subjectLeft-tail risken
dc.subjectImplied volatilityen
dc.subjectOptions marketen
dc.subjectIndiaen
dc.subjectHG Financeen
dc.subjectSupplementary Dataen
dc.subjectDASen
dc.subject.lccHGen
dc.titleDoes government ownership differently impact expected left-tail and volatility risk of bank stock? Evidence from options marketen
dc.typeJournal articleen

Files

Original bundle

Now showing 1 - 1 of 1
Thumbnail Image
Name:
Srivastava_etal_JCF_Does_Government_Ownership_AAM.pdf
Size:
1.45 MB
Format:
Adobe Portable Document Format
Download

Collections

All research