Options and earnings announcements : an empirical study of volatility, trading volume, open interest and liquidity
Year of publication: |
2000
|
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Authors: | Donders, Monique ; Kouwenberg, Roy ; Vorst, Ton |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 6.2000, 2, p. 149-171
|
Subject: | Gewinn | Profit | Ankündigungseffekt | Announcement effect | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Theorie | Theory |
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