earnings announcementsoptionsrisk premiumssaliencytradingThe purpose of this study is to investigate option trading before earnings announcement dates as a function of report saliency. We define report saliency as the number of firms announcing earnings on the same day as an examined firm. We find ...
Options trading volume and stock price response to earnings announcements. Review of Accounting Studies 19 (1):161-209.Troung, C., Corrado, C., 2014. Option trading volume and stock price response to earnings announcement. Review of Accounting Studies 19, 161-209....
If you don’t trade options over earnings announcements, you may have not noticed what happens to implied volatility (IV) levels. Usually an expected volatility event like earnings increases the price of options. In other words, when implied volatility increases, so do option prices. That can ...
This paper investigates the relationship between individuals' net trading and stock price movements before and after annual earnings announcements for the Taiwan Stock Exchange. We conduct an event study on the effects of pre-event individual trade imbalances on pre- and post-announcement abnormal retur...
2. As it pertains to earnings announcements, it is important to understand that expectations are crucial to forecasting how a stock will move after an earnings announcement. A positive stock move is usually associated with a company that beats earnings and revenues expectations. That is, if the ...
Earnings announcements: The companies you own shares of may announce quarterly earnings after the market closes. Depending on the outcome, the stock’s price can move much more than it would during regular market hours. With extended-hours trading, you can potentially capture these opportunities as...
Trading Volume, Heterogeneous Expectations, and Earnings AnnouncementsTrading volumeHeterogeneity of expectationsEarnings announcementExperimental asset marketsUsing the experimental method, this paper provides evidence that the dispersion of beliefs is the main driver behind trading volume. However, in contrast ...
Earnings AnnouncementsInformed TradingOption Transaction CostsWe investigate the effect of transaction costs related to trading options on the directional and ... S Govindaraj,Yubin Li,Chen Zhao - 《Journal of Business Finance & Accounting》 被引量: 1发表: 2020年 加载更多来源...
Day traders' earnings vary widely based on experience, skill level, trading strategy, and market conditions. Some may earn a substantial income, while others may not be as successful. It's important to note that day trading involves significant risk and is not suitable for everyone. ...
Informed Trading in Corporate Bonds Prior to Earnings Announcements Wei, J. and Zhou, X.: 2016, Informed trading in corporate bonds prior to earnings announcements, Financial management, 45(3), 641-674.Wei, J. and Zhou, X.: 2016, Informed trading in corporate bonds prior to earnings ......