Do option traders on value and growth stocks react differently to new information?
Wei He; Yen-Sheng Lee; Peihwang Wei
| Year of publication: |
2010
|
|---|---|
| Authors: | He, Wei ; Lee, Yen-sheng ; Wei, Peihwang |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 34.2010, 3, p. 371-381
|
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Anlageverhalten | Behavioural finance | USA | United States | 2004-2005 |
| 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/10003970085