Option Strategies for Earnings Announcements: A Comprehensive, Empirical Analysis by Ping Zhou, John Shon
- Option Strategies for Earnings Announcements: A Comprehensive, Empirical Analysis
- Ping Zhou, John Shon
- Page: 216
- Format: pdf, ePub, mobi, fb2
- ISBN: 9780132947398
- Publisher: FT Press
Free download ebook for joomla Option Strategies for Earnings Announcements: A Comprehensive, Empirical Analysis by Ping Zhou, John Shon
“This is a remarkable book that I would recommend to any active investor who wants to explore event-driven strategies and go beyond simple buy-and-hold. Ping Zhou and John Shon provide some very detailed analysis on trading earnings news with options. They expertly cover directional and volatility trades and trades around earnings announcements, discuss the security selection process, and document the backtest results of their strategies.” --Minh Trinh, Managing Partner, Referee Advisors LLC “The authors have ...
Option Strategies for Earnings Announcements: A Comprehensive
Option Strategies for Earnings Announcements: A Comprehensive, Empirical Analysis eBook: Ping Zhou, John Shon: Amazon.com.au: Kindle Store.
Option Strategies for Earnings Announcements
A Comprehensive, Empirical Analysis Chapter 2 Option Strategies for Earnings Announcements: Directional Trades around Earnings Announcements. 17.
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The world's most comprehensive collection of dissertations and theses. In particular, equity options appear to be underpriced relative to index options. To exploit the mispricing, we analyze an investment strategy known as dispersion trading. and earnings announcements for forecasting monthly volatilities on 30 Dow
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efficiency by allowing investors to pursue strategies that were otherwise economically The empirical work to date over the precise timing of the common stock price effects The main analyses are conducted for two different samples: 1) all . and S wary, 1980; Woolridge, 1983), earnings announcements (Ball and Brown,.
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For more information on Monash's educational strategy, see: tasks the acquisition of a comprehensive understanding of the topics covered by ACX4070 . . How do earnings numbers relate to stock returns? . extract and preparation of data, types of empirical analyses and writ-up of research papers.
Option Strategies for Earnings Announcements: A Comprehensive
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Seven commonly used operations strategies were considered. Options: To add Favourites and Table of Contents Alerts please take a Emerald profile . Missing from the literature is a comprehensive study of manufacturing strategy that relates the impact Economic: •annual earnings; •profitability; •return on investment.
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detection of earnings management due to the higher-quality audit reports and the higher post-SOX, then another available option (in addition to switching to real earnings . In our empirical analysis we use the above three proxies for AC cash that a comprehensive investigation of earnings management (and not
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price-sensitivity of stock and options that vest1 over the same year. . Finally, we study the market's reaction to earnings announcements. are complementary in that they employ different empirical strategies to .. more comprehensive as it captures investment not fully reflected on the cash flow statement,.
Option Strategies for Earnings Announcements - A Comprehensive
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A Comprehensive Examination of Insurer Financial Strength Ratings but reflect strategies that vary according to market conditions and insured preferences. Empirical analysis of cross-state data from the early twentieth century . and the incomplete reaction to earnings news (post-earnings-announcement drift).
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