Option trading after the opening bell and intraday stock return predictability
Author:
Affiliation:
1. College of Business Ohio University Athens Ohio
2. Pamplin College of Business Virginia Tech Blacksburg Virginia
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/fima.12284
Reference92 articles.
1. Overnight Returns and Firm-Specific Investor Sentiment
2. A Theory of Intraday Patterns: Volume and Price Variability
3. INTRADAY TRADING PATTERNS IN THE EQUITY OPTIONS MARKETS
4. Illiquidity and stock returns: cross-section and time-series effects
5. Option Trading, Price Discovery, and Earnings News Dissemination
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3. Information contents of intraday SSE 50 ETF options trades;Journal of Futures Markets;2022-01-06
4. High-Frequency Trading in the Options Market and Order Flow Toxicity;SSRN Electronic Journal;2022
5. Who and what drives informed options trading after the market opens?;Journal of Futures Markets;2021-12-20
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