Informational content of options trading on acquirer announcement return
Year of publication: |
October 2015
|
---|---|
Authors: | Chan, Konan ; Ge, Li ; Lin, Tse-Chun |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 50.2015, 5, p. 1057-1082
|
Subject: | Optionsgeschäft | Option trading | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Kapitalmarktrendite | Capital market returns | USA | United States | 1996-2010 |
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