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Beta (β) is one of the risk management tools to capture the risk exposures of hedge-fund investments. As most of hedge funds today trade derivative securities, the research on the measurement of derivative beta is important. The aim of this paper is to examine the factors, which may have impacts on option beta in the United States market. My hypothesis is comprised into three main parts. First, I hypothesize that 5 variables (type of option, strike price, days to maturity, firm size and book to market ratio) have linear relationship with the option beta. Second, I hypothesize that the strength of linear relationship is varied by the type of the industry. Third, I hypothesize that the strength of linear relationship is also varied by these 5 types of variables itself. To begin the process, I use regression method to estimate the beta of underlying stock. Then, I estimate the option beta by multiplying the beta of underlying stock and the option elasticity. I then use regression method to test whether the 5 variables have linear relationship with option beta. I find that 3 variables (type of option, strike price and days to maturity) have the most significant linear relationship with option beta, while firm size has less significant linear relationship and book to market ratio have no significant linear relationship. Furthermore, using 2-way ANOVA, I test whether strength of linear relationship is varied by the type of the industry and the 5 types of variables. There is not enough evidence to infer that the strength of linear relationship between the 5 variables to option beta is varied by the type of the industry, instead, there is enough evidence to infer that the strength of linear relationship between the 5 variables to option beta is varied by the type of variables.

Effects of option characteristics and underlying stock on option beta article

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Veena Nursery inventively uses artificial flowers, plants and even large trees with artificial leaves and flowers to enhance the interiors and create focal points and theme landscapes to bring an instant change in the decor. The extended windows sometimes overlook the slums spoiling the environment of the home. Veena Nursery creates theme window decorations so that while air and light come into the home the scenery created by artificial plants and flowers has its own charm and cuts of unwanted scenes outside the windows.

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Effects of option characteristics and underlying stock on option beta article

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Beautiful live plants are "oxygen factories" that are placed on hire basis in many offices and homes in Mumbai by Veena Nursery. Their staff comes to the premises, whether it is large homes, offices, housing colonies, malls etc and care for the plants. These live plants help in removing not only carbon dioxide but also toxins such as benzene, ethyl-chlorides and other substances released from paint, polish, laminates etc with time from the environment and release fresh oxygen in instead to make it a healthier space.

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Anjani Mehta is a Proprietress of Veena Nursery dedicated to work with Nature to create ecologically friendly gardens using native plants and trees to develop sustainable gardens, to grow food as well if desired. Consultants for Green Buildings to select the appropriate plants and create the right micro climate preferably with fragrant flowers and delicious fruits as well! that is ecological enhancement. We recycle Grey Water using simple treatments to imitate Nature and then reuse the water for irrigation of the gardens created or to replenish the Ground Water and so raise the Water Table. Where we cannot work with live plants we manage well with artificial flowers, plants, trees,sand, pebbles, rocks or what ever is required to create beautiful forms from small flower arrangements to trees as large as 25 feet tall, everything artificial for the indoor locations or difficult situation where real plants will not grow. We have created long walls with artificial green plants to give the look and feel of real Green Wall, a Vertical Garden or what ever is desired by the clients.

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