Accounting for earnings announcements in the pricing of equity options
Tim Leung and Marco Santoli
| Year of publication: |
2014
|
|---|---|
| Authors: | Leung, Tim ; Santoli, Marco |
| Published in: |
Journal of financial engineering. - Hackensack, NJ : World Scientific, ISSN 2345-7686, ZDB-ID 2813048-0. - Vol. 1.2014, 4, p. 1-46
|
| Subject: | Earnings announcement | equity options | pre-earnings announcement implied volatility | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Aktienoption | Stock option | Gewinn | Profit | Börsenkurs | Share price | Optionsgeschäft | Option trading | Gewinnprognose |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010508746