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Option trading activity, news releases, and stock return predictability
Weinbaum, David; Fodor, Andrew; Muravyev, Dmitriy; … - In: Management science : journal of the Institute for … 69 (2023) 8, pp. 4810-4827
Persistent link: https://www.econbiz.de/10014339460
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Information effects of trade size and trade direction : evidence from the KOSPI 200 index options market
Ahn, Hee-joon; Kang, Jangkoo; Ryu, Doojin - In: Asia-Pacific journal of financial studies 39 (2010) 3, pp. 301-339
Persistent link: https://www.econbiz.de/10009230522
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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
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Volatility forecasts : do volatility estimators and evaluation methods matter?
Jiang, I-Ming; Hung, Jui-Cheng; Wang, Chuan-San - In: The journal of futures markets 34 (2014) 11, pp. 1077-1094
Persistent link: https://www.econbiz.de/10010508678
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The information content of option-implied information for volatility forecasting with investor sentiment
Seo, Sung Won; Kim, Jun Sik - In: Journal of banking & finance 50 (2015), pp. 106-120
Persistent link: https://www.econbiz.de/10010509134
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Are broad market shocks anticipated by investors? : evidence from major equity and index options markets
Spyrou, Spyros I. - In: International review of financial analysis 20 (2011) 3, pp. 127-133
Persistent link: https://www.econbiz.de/10009295799
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Options trading and the extent that stock prices lead future earnings information
Truong, Cameron - In: Journal of business finance & accounting : JBFA 39 (2012) 7/8, pp. 960-996
Persistent link: https://www.econbiz.de/10009682453
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Behavioral finance und market making : Verhaltenswissenschaftliche Erklärungsansätze für die Preisbildung an Wertpapiermärkten
Flemisch, Marcus - 2006 - 1. Aufl.
An zahlreichen Wertpapiermärkten, an denen Aktien und Optionen gehandelt wer-den, sind professionelle Händler beauftragt, kontinuierlich verbindliche Kauf- und Verkaufsangebote an potentielle Nachfrager zu geben, um für alle interessierten Marktteilnehmer jederzeit einen sofortigen...
Persistent link: https://www.econbiz.de/10003401275
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Essays on individual risk-taking behavior and social security reform
Ranguelova, Elena - 2001
Persistent link: https://www.econbiz.de/10001717973
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Too Good to Be True? An Analysis of the Options Market's Reactions to Earnings Releases
Lu, Yan - 2016
Using option implied risk neutral return distributions before and after earnings announcements, we study the option market's reaction to extreme events over earnings announcements. While earnings announcements generally reduce short term uncertainty about the stock price, very good news does not...
Persistent link: https://www.econbiz.de/10013008722