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Trading on corporate earnings news : profiting from targeted, short-term options positions /

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Shon, John, 1971-
Otros Autores: Zhou, Ping, 1973-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Upper Saddle River, N.J. : FT Press, ©2011.
Temas:
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Tabla de Contenidos:
  • Introduction
  • Earnings announcements: why are they so important?
  • Earnings surprises: definition and measurement
  • Earnings surprises: empirical evidence
  • Market reactions to earnings announcements
  • Market reactions to earnings surprises (are full of surprises)
  • General characteristics of optioned companies and options behavior around earnings announcements
  • Practical considerations before implementing trades
  • Directional bets: long calls, bull call spreads, long puts, and bear put spreads
  • Long straddle and strangle strategies
  • Short straddle and strangle strategies
  • Growth expectations and the torpedo effect
  • Revenue and expense surprises
  • Earnings surprise persistence
  • Other theories and evidence.