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Author Zhou, Ping, 1973-

Title Option strategies for earnings announcements : a comprehensive, empirical analysis / Ping Zhou, John Shon. [O'Reilly electronic resource]

Imprint Upper Saddle River, N.J. : FT Press, ©2013.
To Access:
Available on O'Reilly for Public Libraries
Bookmark link: https://library.naperville-lib.org:444/record=b3161986~S1
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Description 1 online resource (1 volume) : illustrations
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.
Subject Options (Finance)
Price-earnings ratio.
Speculation.
Options (Finances)
Ratio cours-bénéfice.
Spéculation.
speculating.
Options (Finance)
Price-earnings ratio
Speculation
Added Author Shon, John, 1971-
Other Form: Print version: Zhou, Ping, 1973- Option strategies for earnings announcements 0132947390 (DLC) 2012034551 (OCoLC)792879538
ISBN 9780132947411
0132947412
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