Option trading activity, news releases, and stock return predictability
David Weinbaum, Andrew Fodor, Dmitriy Muravyev, Martijn Cremers
| Year of publication: |
2023
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|---|---|
| Authors: | Weinbaum, David ; Fodor, Andrew ; Muravyev, Dmitriy ; Cremers, Martijn |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 69.2023, 8, p. 4810-4827
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| Subject: | news releases | option trading | stock return predictability | Optionsgeschäft | Option trading | Ankündigungseffekt | Announcement effect | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2022.4543 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014339460