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The forecast quality of CBOE implied volatility indexes

Corrado, Charles Joseph; Miller, Thomas W. - 2004

Persistent link: https://www.econbiz.de/10002120589

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

The forecast quality of CBOE implied volatility indexes

Corrado, Charles Joseph; Miller, Thomas W. - In: The journal of futures markets 25 (2005) 4, pp. 339-373

Persistent link: https://www.econbiz.de/10002647798

Implied volatility skews and stock return skewness and kurtosis implied by stock option prices

Corrado, Charles Joseph - In: The European journal of finance 3 (1997) 1, pp. 73-85

Persistent link: https://www.econbiz.de/10001219143

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