Informed trading around stock split announcements : evidence from the option market
Year of publication: |
April 2017
|
---|---|
Authors: | Gharghori, Philip ; Maberly, Edwin D. ; Nguyen, Annette |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 52.2017, 2, p. 705-735
|
Subject: | Anlageverhalten | Behavioural finance | Informationsverhalten | Information behaviour | Aktiensplit | Stock split | Ankündigungseffekt | Announcement effect | Optionsgeschäft | Option trading | USA | United States | 1998-2012 |
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