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Balachandran, Balasingham - 2016

We find that informed trading in the option market prior to dividend initiation is negatively related to announcement period price reactions. This relation is more prevalent among firms with abnormal trading in call options, higher stock price runup, and higher option liquidity. We also find...

Persistent link: https://www.econbiz.de/10013003299

Market capitalisation, cross-correlations, the lead/lag structure and microstructure effects in the Indian stock market

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Forecasting stock market volatility : further international evidence

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Corporate sustainability performance and idiosyncratic risk : a global perspective

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An examination of conditional asset pricing models in the Australian equities market

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Asymmetric market reactions of growth and value firms with management earnings forecasts

Chan, Howard Wei-hong; Faff, Robert W.; Ho, Yew Kee; … - In: International review of finance 6 (2006) 1/2, pp. 79-97

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