Thesis abstract:

My thesis will study the difference in option performance of MNCs (multinational corporations) and DCs (domestic corporations). It includes three sub-papers, which are:

Paper1: option market efficiency of MNCs and DCs during extreme events--evidence from U.S. stock option market

Paper2: does uncertainty explain the difference in option returns of MNCs and DCs?

Paper3: Cyberattacks and option performance of MNCs and DCs