Volatility arbitrage around earnings announcements : evidence from the Korean equity linked warrants market
Year of publication: |
2013
|
---|---|
Authors: | Baik, Bok ; Kang, Hyoung Goo ; Kim, Young Jun |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 23.2013, p. 109-130
|
Subject: | Südkorea | South Korea | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Volatilität | Volatility | Arbitrage | Optionsanleihe | Warrant bond |
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