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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

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

Fundamentals of investments : valuation and management

Corrado, Charles J.; Jordan, Bradford D. - 2005 - 3. ed., internat. ed.

Persistent link: https://www.econbiz.de/10001803101

Option pricing based on the generalized lambda distribution

Corrado, Charles Joseph - In: The journal of futures markets 21 (2001) 3, pp. 213-236

Persistent link: https://www.econbiz.de/10001556707

Fundamentals of investments : valuation and management

Corrado, Charles Joseph; Jordan, Bradford D. - 1999

Persistent link: https://www.econbiz.de/10001403061

Filter rule tests of the economic significance of serial dependencies in daily stock returns

Corrado, Charles Joseph - In: The journal of financial research 15 (1992) 4, pp. 369-387

Persistent link: https://www.econbiz.de/10001143836

Testing for unit roots in exchange rates

Corrado, Charles Joseph - In: Journal of international financial markets, … 1 (1991) 4, pp. 13-27

Persistent link: https://www.econbiz.de/10001122443

Durations for portfolios of bonds priced on different term structures

Bierwag, Gerald O. - In: Journal of banking & finance 16 (1992) 4, pp. 705-714

Persistent link: https://www.econbiz.de/10001126196

Economic investment times for capacity expansion problems

Higle, Julia L. - In: European journal of operational research : EJOR 59 (1992) 2, pp. 288-293

Persistent link: https://www.econbiz.de/10001127474

S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula

Corrado, Charles Joseph - In: The journal of futures markets 16 (1996) 6, pp. 611-629

Persistent link: https://www.econbiz.de/10001206958

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