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Option strategies for earnings announcements : a comprehensive, empirical analysis /
| Call Number: | Libro Electrónico |
|---|---|
| Main Author: | |
| Other Authors: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Upper Saddle River, N.J. :
FT Press,
©2013.
|
| Subjects: | |
| Online Access: | Texto completo (Requiere registro previo con correo institucional) |
Table of Contents:
- 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.