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Trading volume in options and common stock around quarterly earnings announcements
Philbrick, Donna R., (1993)
How efficient are the most liquid futures contracts? : a study of treasury bond futures
Taylor, Stephen, (1988)
A time series test of calendar seasonalities in the S & P 500 index since the introduction of index derivative securities
Cyr, Don J., (1994)
Firm size, capital structure and earnings announcement price response
Anthony, Joseph H., (2008)
Association between accounting performance measures and stock prices : A test of the life cycle hypothesis
Anthony, Joseph H., (1992)