4 Comments

Interesting article and paper. I find this to be quite common anecdotally from observing markets over the years. It's a dead cat bounce so to speak. I presume managers take advantage of this to some extent within their strategies. It's a long period of time (1950-2019) so I wonder whether the later portion of the period under study has exhibited less opportunity.

As a retail investor I take advantage of this phenomenon on the options side by selling cash-secured puts on stocks that I perceive to be overvalued but would like to own at lower prices - if my thesis remains intact post-event. The extreme loss provides a double benefit in the option premium from the higher IV plus the lower share price.

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The strategy was replicated with recent data, but the results didn't look quite good as the one shown in the paper. Selling a cash secured put is a good strat, provided the fundamentals are solid and remain intact

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Thanks for the response Nam! That makes sense. Yes, I would also encourage investors to write puts only on companies with solid fundamentals and that you are comfortable with owning at that strike price.

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Selling cash secured puts on dividend aristocrats is a good strategy.

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