The effect of option transaction costs on informed trading in the options market around earnings announcements-Reference-Cited by-同舟云学术

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The effect of option transaction costs on informed trading in the options market around earnings announcements

Published:2020-03-05 Issue:5-6 Volume:47 Page:615-644
ISSN:0306-686X
Container-title:Journal of Business Finance & Accounting
language:en
Short-container-title:J Bus Fin Acc

Author:

Govindaraj Suresh¹^ORCID,Li Yubin²,Zhao Chen³

Affiliation:

1. Rutgers Business School‐Newark and New Brunswick, Rutgersthe State University of New Jersey Newark NJ United States

2. School of Economics and ManagementHarbin Institute of Technology Shenzhen China

3. School of AccountingSouthwestern University of Finance and Economics Chengdu China

Publisher

Wiley

Subject

Finance,Business, Management and Accounting (miscellaneous),Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/jbfa.12443

Reference56 articles.

1. Option Trading, Price Discovery, and Earnings News Dissemination

2. The Joint Cross Section of Stocks and Options

3. Volatility spreads and earnings announcement returns

4. Volatility Spreads and Expected Stock Returns

5. Non-Diversifiable Volatility Risk and Risk Premiums at Earnings Announcements

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Pricing of European currency options considering the dynamic information costs;Global Finance Journal;2023-11

2. Informed options trading prior to FDA announcements;Journal of Business Finance & Accounting;2022-03-14

3. Desarrollo teórico y evidencia empírica de la política de dividendos: una revisión de literatura en Iberoamérica;Revista CEA;2021-01-30

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