Related Books

The Speed of the Market Response to Earnings Announcements and the Bid-ask Spread
Language: en
Pages: 220
Authors: Thomas Rodney Noland
Categories: Investment analysis
Type: BOOK - Published: 1992 - Publisher:

DOWNLOAD EBOOK

Bid-ask Spreads Around Earnings Announcements
Language: en
Pages: 42
Authors: Douglas J. Skinner
Categories:
Type: BOOK - Published: 1992 - Publisher:

DOWNLOAD EBOOK

BID-ASKS AROUND EARNINGS ANNOUNCEMENTS: EVIDENCE FROM THE NASDAQ NATIONAL MARKET SYSTEM
Language: en
Pages: 40
Authors: DOUGLAS J. SKINNER
Categories:
Type: BOOK - Published: 1993 - Publisher:

DOWNLOAD EBOOK

Trading on Corporate Earnings News
Language: en
Pages: 225
Authors: John Shon
Categories: Business & Economics
Type: BOOK - Published: 2011-03-09 - Publisher: FT Press

DOWNLOAD EBOOK

Profit from earnings announcements, by taking targeted, short-term option positions explicitly timed to exploit them! Based on rigorous research and huge data s
Volatility Spread and the Stock Market Response to Earnings Announcements
Language: en
Pages: 43
Authors: Qin Lei
Categories:
Type: BOOK - Published: 2017 - Publisher:

DOWNLOAD EBOOK

Using a broad sample of earnings announcements, we find that option call and put implied volatilities become increasingly misaligned as the earnings announcemen