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The options market response to accounting earnings announcements · Study

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ArticleThe options market response to accounting earnings announcements

Cameron Truong2012

Article2012

The options market response to accounting earnings announcements

Cameron Truong · Charles J. Corrado · Yangyang Chen

26 citations·0/0 files stored·Journal of International Financial Markets Institutions and Money

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Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

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References

1973The Pricing of Options and Corporate Liabilities 1973Risk, Return, and Equilibrium: Empirical Tests 1968An Empirical Evaluation of Accounting Income Numbers 1976Option pricing when underlying stock returns are discontinuous 1997Industry costs of equity 1987Expected stock returns and volatility 1997The conservatism principle and the asymmetric timeliness of earnings1 1983Discretionary disclosure

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2019Commemorating the 50‐Year Anniversary of Ball and Brown (1968): The Evolution of Capital Market Research over the Past 50 Yearsarticle · 28 shared references 2013Options trading volume and stock price response to earnings announcementsarticle · 19 shared references 2020A review of the Post-Earnings-Announcement Driftarticle · 18 shared references 2009Post earnings announcement drift and the roles of drift-enhanced factors in New Zealandarticle · 17 shared references 2011Option Prices Leading Equity Prices: Do Option Traders Have an Information Advantage?article · 16 shared references 2014Unsophisticated Arbitrageurs and Market Efficiency: Overreacting to a History of Underreaction?article · 16 shared references

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Year2012

Typearticle

Published2012-02-07

VenueJournal of International Financial Markets Institutions and Money

ISSN-L1042-4431

Languageen

Citations26

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.intfin.2012.01.006

openalex_workW2038565495

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