Trading volume and open interest from options markets as measures of the effect of IT announcements
Year of publication: |
2024
|
---|---|
Authors: | Zhang, Dawei ; Lyle, Matthew ; Nault, Barrie R. |
Published in: |
Information technology and management. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 1573-7667, ZDB-ID 2035174-4. - Vol. 25.2024, 2, p. 113-123
|
Subject: | Handelsvolumen der Börse | Trading volume | Ankündigungseffekt | Announcement effect | Optionsgeschäft | Option trading | Volatilität | Volatility | Börsenkurs | Share price |
-
One session options : playing the announcement lottery?
Smales, Lee A., (2022)
-
Trading activity of VIX futures and options around FOMC announcements
Huang, Hong-Gia, (2024)
-
Options trading volume and stock price response to earnings announcements
Truong, Cameron, (2014)
- More ...
-
Information technology substitution revisited
Zhang, Dawei, (2015)
-
The strategic value of information technology in setting productive capacity
Zhang, Dawei, (2019)
-
Information Technology Substitution Revisited
Zhang, Dawei, (2016)
- More ...