Do option traders on value and growth stocks react differently to new information?
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Bibliographic InfoArticle provided by Springer in its journal Review of Quantitative Finance and Accounting.
Volume (Year): 34 (2010)
Issue (Month): 3 (April)
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Web page: http://springerlink.metapress.com/link.asp?id=102990
Implied volatility; Overreactions; Value and growth stocks; G14; G13;
Find related papers by JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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