The performance of imbalance-based trading strategy on tender offer announcement day
Year of publication: |
2014
|
---|---|
Authors: | Huang, Han-Ching ; Su, Yong-chern ; Liu, Yi-chun |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 11.2014, 2, p. 38-46
|
Subject: | tender offer | order imbalance | information asymmetry | volatility | Asymmetrische Information | Asymmetric information | Übernahme | Takeover | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Wertpapierhandel | Securities trading | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
-
Price movement after an information event detected by a new measure of private information ratio
Park, Keebong, (2015)
-
Kien Cao, (2016)
-
Are trading imbalances indicative of private information?
Kim, Sukwon Thomas, (2014)
- More ...
-
Bank Stock and Option Transmissions in Financial Crisis
Huang, Han-Ching, (2016)
-
An application of closed-form GARCH option-pricing model on FTSE 100 option and volatility
Su, Yong-chern, (2010)
-
GJR-GARCH model in value-at-risk of financial holdings
Su, Yong-chern, (2011)
- More ...