Earnings announcements and option returns
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DOI: 10.1016/j.jempfin.2016.07.010
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Cited by:
- Li, Wanyun, 2022. "Disclosure of internal control material weaknesses and optimism in analyst earnings forecasts," International Journal of Accounting Information Systems, Elsevier, vol. 44(C).
- Jonathan A. Milian, 2023. "The Efficiency of Weekly Option Prices around Earnings Announcements," JRFM, MDPI, vol. 16(5), pages 1-14, May.
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Keywords
Earnings announcement; Option pricing; Stock return volatility;All these keywords.
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