Do option traders on value and growth stocks react differently to new information?
| Year of publication: |
2010
|
|---|---|
| Authors: | He, Wei ; Lee, Yen-Sheng ; Wei, Peihwang |
| Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 34.2010, 3, p. 371-381
|
| Publisher: |
Springer |
| Subject: | Implied volatility | Overreactions | Value and growth stocks |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010867688