Research suggests certain investors face significant information disadvantages, particularly during earnings announcements. We investigate whether financial analysis on Seeking Alpha, a prominent social media platform hosting original financial analysis, can mitigate this disadvantage. First, we...

Recent evidence shows that option volatility skews and volatility spreads between call and put options predict equity returns. This study investigates whether such predictive ability is driven by option traders' information advantage. We examine the predictive ability of volatility skews and...

Recent evidence shows that option volatility skews and volatility spreads between call and put options predict equity returns. This study investigates whether such predictive ability is driven by option traders' information advantage. We examine the predictive ability of volatility skews and...