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Forecasting stock index volatility: comparing implied volatility and the intraday high-low price range

Corrado, Charles Joseph; Truong, Cameron - In: The journal of financial research 30 (2007) 2, pp. 201-215

Persistent link: https://www.econbiz.de/10003484305

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

Stock price response to S&P 500 index inclusions : do options listings and options trading volume matter?

Chen, Yangyang; Koutsantony, Constantine; Truong, Cameron; … - In: Journal of international financial markets, … 23 (2013), pp. 379-401

Persistent link: https://www.econbiz.de/10009707491

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

Earnings Announcement Idiosyncratic Volatility and the Cross-Section of Stock Returns

Truong, Cameron - 2016

We document a significant positive relation between earnings announcement idiosyncratic volatility and stock returns in the 10-day window before future earnings announcements. The average of risk-adjusted return differences between stocks with the highest earnings announcement idiosyncratic...

Persistent link: https://www.econbiz.de/10013000946

Earnings Announcement Idiosyncratic Volatility and the Cross-Section of Stock Returns

Truong, Cameron - 2015

Persistent link: https://www.econbiz.de/10013009762

Earnings Announcement Idiosyncratic Volatility and the Cross-Section of Stock Returns

Truong, Cameron - 2016

Persistent link: https://www.econbiz.de/10012999625