Media-Expressed Tone, Option Characteristics, and Stock Return Predictability
Year of publication: |
2020
|
---|---|
Authors: | Chen, Cathy Yi‐Hsuan |
Other Persons: | Fengler, Matthias R. (contributor) ; Härdle, Wolfgang K. (contributor) ; Liu, Yanchu (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Schätzung | Estimation | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (47 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 12, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3658099 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; g41 |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Why Do Options Prices Predict Stock Returns?
Lin, Tse-Chun, (2014)
-
Do options price predictable patterns in future stock returns? : evidence from accounting anomalies
Schonberger, Bryce, (2015)
-
Predictable Stock Returns, Transaction Costs, and the (Un)Informativeness of Option Prices
Goncalves-Pinto, Luis, (2020)
- More ...
-
Textual sentiment, option characteristics, and stock return predictability
Chen, Cathy Yi-Hsuan, (2018)
-
Textual Sentiment, Option Characteristics, and Stock Return Predictability
Chen, Cathy, (2018)
-
Media-expressed tone, option characteristics, and stock return predictability
Chen, Yi-Hsuan, (2022)
- More ...