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Does time have value? An empirical examination of the put option embedded in refundable U.S. air fares

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  • Ray Sturm

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  • Drew Winters
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    Abstract

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    File URL: http://hdl.handle.net/10.1007/s12197-008-9025-7
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    Bibliographic Info

    Article provided by Springer in its journal Journal of Economics and Finance.

    Volume (Year): 33 (2009)
    Issue (Month): 4 (October)
    Pages: 376-392

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    Handle: RePEc:spr:jecfin:v:33:y:2009:i:4:p:376-392

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    Web page: http://link.springer.de/link/service/journals/120857/index.htm

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    Related research

    Keywords: Options; Airlines; Contingent claims; Ticket pricing; G13; G19;

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    1. Gustavo E. Bamberger & Dennis W. Carlton & Lynette R. Neumann, 2001. "An Empirical Investigation of the Competitive Effects of Domestic Airline Alliances," NBER Working Papers 8197, National Bureau of Economic Research, Inc.
    2. Kau, James B, et al, 1993. "Option Theory and Floating-Rate Securities with a Comparison of Adjustable- and Fixed-Rate Mortgages," The Journal of Business, University of Chicago Press, vol. 66(4), pages 595-618, October.
    3. Borenstein, Severin & Rose, Nancy L, 1994. "Competition and Price Dispersion in the U.S. Airline Industry," Journal of Political Economy, University of Chicago Press, vol. 102(4), pages 653-83, August.
    4. Suzuki, Yoshinori & Crum, Michael R. & Audino, Michael J., 2004. "Airport leakage and airline pricing strategy in single-airport regions," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 40(1), pages 19-37, January.
    5. Morrison, Steven A & Winston, Clifford, 1990. "The Dynamics of Airline Pricing and Competition," American Economic Review, American Economic Association, vol. 80(2), pages 389-93, May.
    6. Borenstein, Severin & Rose, Nancy L, 1995. "Bankruptcy and Pricing Behavior in U.S. Airline Markets," American Economic Review, American Economic Association, vol. 85(2), pages 397-402, May.
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