Earnings announcements and option returns
Year of publication: |
January 2017
|
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Authors: | Chung, Sung Gon ; Louis, Henock |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 40.2017, p. 220-235
|
Subject: | Earnings announcement | Option pricing | Stock return volatility | Ankündigungseffekt | Announcement effect | Kapitaleinkommen | Capital income | Gewinn | Profit | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | Gewinnprognose |
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