Option pricing of earnings announcement risks
Andrew Dubinsky, Michael Johannes, Andreas Kaeck, Norman J. Seeger
| Year of publication: |
2019
|
|---|---|
| Authors: | Dubinsky, Andrew ; Johannes, Michael ; Kaeck, Andreas ; Seeger, Norman |
| Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 32.2019, 2, p. 646-687
|
| Subject: | Aktienoption | Stock option | Börsenkurs | Share price | Gewinn | Profit | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Risiko | Risk | USA | United States | 2000-2015 |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhy060 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012033514