Option Trading, Price Discovery, and Earnings News Dissemination

Author:

AMIN KAUSHIK I.,LEE CHARLES M. C.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference47 articles.

1. Anthony, J. H. Joint Option Equity Analysis: An Investigation of Information Trading In the Call Options Market. Proceedings: AAA Western Regional Meetings. 1988a.

2. Anthony, J. H. The Interrelation of Stock and Options Market Trading-Volume Data Journal of Finance (1988b), 949-964.

3. Anthony, J. H. The Effect of Information Announcements on Bid/Ask Spreads in the Call Options Market. Contemporary Accounting Research (1987), 460-476.

4. Bamber, L. S. The Information Content of Annual Earnings Releases: A Trading Volume Approach. Journal of Accounting Research (1986), 40-56.

5. Bamber, L. S. Unexpected Earnings, Firm Size, and Trading Volume Around Quarterly Earnings Announcements. Accounting Review (1987), 510-532.

Cited by 188 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. Why Do Investors Trade in Equity Derivatives? A Literature Review;Vision: The Journal of Business Perspective;2024-02-05

2. Informed options trading before FDA drug advisory meetings;Journal of Corporate Finance;2024-02

3. Options trading and firm investment efficiency;Journal of Business Finance & Accounting;2024-01-28

4. Do Credit Rating Agencies Learn from the Options Market?;Management Science;2024-01-19

5. Why does operating profitability predict returns? New evidence on risk versus mispricing explanations;Accounting & Finance;2023-09-19

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3