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Effect of Option Listing on Price Reactions to Earnings Announcements
Language: en
Pages: 0
Authors: Sunyoung Kim
Categories:
Type: BOOK - Published: 2013 - Publisher:

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We examine the effect of option listing on the stock-price response to quarterly earnings announcements. We find that option trading reduces the magnitude of th
The Effect of Options on Information Acquisition and Asset Pricing
Language: en
Pages: 48
Authors: Shiyang Huang
Categories:
Type: BOOK - Published: 2015 - Publisher:

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We study the effect of introducing an options market on investors' incentive to collect private information in a rational expectation equilibrium model. We show
Option Listing, Information Production and the Stock Price Response to Earnings Announcements
Language: en
Pages: 39
Authors: Donald H. Fehrs
Categories:
Type: BOOK - Published: 2008 - Publisher:

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This paper addresses the issue of whether investors produce more information on firms that have listed stock options than on similar firms that do not have opti
Option Strategies for Earnings Announcements
Language: en
Pages: 258
Authors: Ping Zhou
Categories: Business & Economics
Type: BOOK - Published: 2012-10-15 - Publisher: FT Press

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By trading on corporate earnings, investors can reliably profit in both up and down markets, while avoiding market risk for nearly the entire quarter. In this b
Trading on Corporate Earnings News
Language: en
Pages: 225
Authors: John Shon
Categories: Business & Economics
Type: BOOK - Published: 2011-03-09 - Publisher: FT Press

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Profit from earnings announcements, by taking targeted, short-term option positions explicitly timed to exploit them! Based on rigorous research and huge data s