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The options market response to accounting earnings announcements

Truong, Cameron; Corrado, Charles Joseph; Chen, Yangyang - In: Journal of international financial markets, … 22 (2012) 3, pp. 423-450

Persistent link: https://www.econbiz.de/10009623553

Options trading volume and stock price response to earnings announcements

Truong, Cameron; Corrado, Charles Joseph - In: Review of accounting studies 19 (2014) 1, pp. 161-209

Persistent link: https://www.econbiz.de/10010347393

Forecasting stock index volatility : the incremental information in the intraday high-low price range

Corrado, Charles Joseph; Truong, Cameron - 2004

Persistent link: https://www.econbiz.de/10002128186

Forecasting stock index volatility : the incremental information in the intraday high-low price range

Corrado, Charles Joseph; Truong, Cameron - 2004

Persistent link: https://www.econbiz.de/10002253950

Options Trading Volume and Stock Price Response to Earnings Announcements

Corrado, Charles J. - 2010

We examine the effect of options trading volume on the stock price response to earnings announcements over the period 1996–2007. Contrary to prior studies, we find no significant difference in the immediate stock price response to earnings information announcements between firms with listed...

Persistent link: https://www.econbiz.de/10013150254

Options Trading Volume and Stock Price Response to Earnings Announcements

Truong, Cameron - 2010

We examine the effect of options trading volume on the stock price response to earnings announcements over the period 1996-2007. Contrary to previous studies, we find no significant difference in the immediate stock price response to earnings information announcements in samples split between...

Persistent link: https://www.econbiz.de/10013142723

Event studies : a methodology review

Corrado, Charles Joseph - In: Accounting and finance : journal of the Accounting … 51 (2011) 1, pp. 207-234

Persistent link: https://www.econbiz.de/10009010535

A nonparametric test for abnormal security-price performance in event studies

Corrado, Charles Joseph - In: Journal of financial economics 23 (1989) 2, pp. 385-395

Persistent link: https://www.econbiz.de/10001076045

Post-earnings announcement abnormal return in the Chinese equity market

Truong, Cameron - In: Journal of international financial markets, … 21 (2011) 5, pp. 637-661

Persistent link: https://www.econbiz.de/10009504854

Information content of earnings announcements in the New Zealand equity market, a longitudinal analysis

Truong, Cameron - In: Accounting and finance : journal of the Accounting … 52 (2012), pp. 403-432

Persistent link: https://www.econbiz.de/10009669885