Volatility spreads and earnings announcement returns
Year of publication: |
2014
|
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Authors: | Atilgan, Yigit |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 38.2014, p. 205-215
|
Subject: | Cross-section of equity returns | Volatility spreads | Equity options | Information flow | Put-call parity | Volatilität | Volatility | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Optionsgeschäft | Option trading | Schätzung | Estimation | Aktienoption | Stock option | Risikoprämie | Risk premium | Gewinn | Profit |
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