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Option strategies for earnings announcements : a comprehensive, empirical analysis /
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Upper Saddle River, N.J. :
FT Press,
©2013.
|
| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
Tabla de Contenidos:
- Earnings announcements : opportunities and risks
- Option strategies for earnings announcements : an overview
- Liquidity risk : bid-ask spreads
- Bullish directional trades
- Bearish directional trades
- Long volatility trades
- Short volatility trades
- Buy volatility before earnings announcements
- Ride the post-earnings-announcement-drift
- Advanced analysis : improve the odds of winning
- Implied volatility
- Historical earnings announcement returns
- Market capitalization
- Valuation
- Industry effects
- Enhanced strategies.