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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. 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.
    2. 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.
    3. Severin Borenstein & Nancy L. Rose, 1995. "Competition and Price Dispersion in the U.S. Airline Industry," NBER Working Papers 3785, National Bureau of Economic Research, Inc.
    4. 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.
    5. 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.
    6. Bamberger, Gustavo E & Carlton, Dennis W & Neumann, Lynette R, 2004. "An Empirical Investigation of the Competitive Effects of Domestic Airline Alliances," Journal of Law and Economics, University of Chicago Press, vol. 47(1), pages 195-222, April.
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