Earnings announcement saliency and option trading

Review of Financial Economics ◽

10.1002/rfe.1137 ◽

2021 ◽

Author(s):

Tom Adams ◽

Thaddeus Neururer

Keyword(s):

Earnings Announcement ◽

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Does Post-Earnings-Announcement Drift in Stock Prices Reflect a Market Inefficiency? A Stochastic Dominance Approach

10.2469/dig.v28.n2.256 ◽

1998 ◽

Vol 28 (2) ◽

pp. 14-15

Author(s):

Laurie Effron

Keyword(s):

Stochastic Dominance ◽

Stock Prices ◽

Earnings Announcement ◽

Post Earnings Announcement Drift ◽

Market Inefficiency

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The Earnings Announcement Premium around the Globe

10.2469/dig.v43.n4.13 ◽

2013 ◽

Vol 43 (4) ◽

Author(s):

Claire Emory

Keyword(s):

Earnings Announcement

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Over-reliance on Previous Periods' Earnings Can Cause Post-Earnings-Announcement Drift and Over-Reactions to Extreme Performance

SSRN Electronic Journal ◽

10.2139/ssrn.132149 ◽

1998 ◽

Author(s):

Robert J. Bloomfield ◽

Robert Libby ◽

Mark W. Nelson

Keyword(s):

Earnings Announcement ◽

Post Earnings Announcement Drift ◽

Extreme Performance

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Corporate Governance, Investor Attention and Post-Earnings Announcement Drift

SSRN Electronic Journal ◽

10.2139/ssrn.1571937 ◽

2010 ◽

Author(s):

xiaohan li ◽

Guojun Wu ◽

Canlin Li

Keyword(s):

Corporate Governance ◽

Investor Attention ◽

Earnings Announcement ◽

Post Earnings Announcement Drift

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The Association between Web Search Behavior and Post-Earnings Announcement Drift

SSRN Electronic Journal ◽

10.2139/ssrn.1734622 ◽

2011 ◽

Author(s):

Tawei Wang ◽

Hsin-Yi Huang

Keyword(s):

Search Behavior ◽

Earnings Announcement ◽

Post Earnings Announcement Drift

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Share Price Reaction to Earnings Announcement on the JSE-ALTX

SSRN Electronic Journal ◽

10.2139/ssrn.1935198 ◽

2011 ◽

Author(s):

Jan Walters Kruger ◽

Vatiswa Mlonzi ◽

Meiya Gert Nthoesane

Keyword(s):

Share Price ◽

Earnings Announcement ◽

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Credit Rating, Post-Earnings - Announcement - Drift, and the Arbitrage

SSRN Electronic Journal ◽

10.2139/ssrn.2008660 ◽

2012 ◽

Author(s):

Guanming He

Keyword(s):

Credit Rating ◽

Earnings Announcement ◽

Post Earnings Announcement Drift

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Informational Content of Option Trading on Acquirer Announcement Return

SSRN Electronic Journal ◽

10.2139/ssrn.2136366 ◽

2012 ◽

Author(s):

Konan Chan ◽

Li Ge ◽

Tse-Chun Lin

Keyword(s):

Informational Content ◽

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Drift or Jump: What Drives Post-Earnings Announcement Stock Returns?

SSRN Electronic Journal ◽

10.2139/ssrn.2156621 ◽

2012 ◽

Author(s):

Linda H. Chen ◽

George J. Jiang

Keyword(s):

Stock Returns ◽

Earnings Announcement

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Does Option Trading Make Underlying Stock Prices More Efficient? Evidence from IPO Lockup Expirations

SSRN Electronic Journal ◽

10.2139/ssrn.2420851 ◽

2014 ◽

Author(s):

Li Wang

Keyword(s):

Stock Prices ◽

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