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Options and earnings announcements: an empirical study of volatility, trading volume, open interest and liquidity

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Author Info
Monique, W.M. Donders
Roy Kouwenberg
Ton, C. F. Vorst

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Abstract

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File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/1468-036X.00118
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Article provided by Blackwell Publishing Ltd in its journal European Financial Management.

Volume (Year): 6 (2000)
Issue (Month): 2 ()
Pages: 149-171
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Handle: RePEc:bla:eufman:v:6:y:2000:i:2:p:149-171

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  1. Pascal Dumontier & Bernard Raffournier, 2002. "Accounting and capital markets: a survey of the European evidence," European Accounting Review, Taylor and Francis Journals, vol. 11(1), pages 119-151, May. [Downloadable!] (restricted)
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