Home Page Icon
Home Page
Table of Contents for
Cover Page
Close
Cover Page
by Ping Zhou
Option Strategies for Earnings Announcements: A Comprehensive, Empirical Analysis
Title Page
Copyright Page
Dedication Page
Contents
Acknowledgments
About the Authors
Preface
Part I: Introduction
1. Earnings Announcements: Opportunities and Risks
2. Option Strategies for Earnings Announcements: An Overview
3. Liquidity Risk: Bid-Ask Spreads
Part II: Options Strategies for Earnings Announcements: Let the Data Speak
4. Bullish Directional Trades
5. Bearish Directional Trades
6. Long Volatility Trades
7. Short Volatility Trades
8. Buy Volatility before Earnings Announcements
9. Ride the Post-Earnings-Announcement Drift
Part III: Advanced Analysis: Improving the Odds of Winning
10. Implied Volatility
11. Historical Earnings Announcement Returns
12. Market Capitalization
13. Valuation
14. Industry Effects
15. Enhanced Strategies
Index
FT Press
Search in book...
Toggle Font Controls
Playlists
Add To
Create new playlist
Name your new playlist
Playlist description (optional)
Cancel
Create playlist
Sign In
Email address
Password
Forgot Password?
Create account
Login
or
Continue with Facebook
Continue with Google
Sign Up
Full Name
Email address
Confirm Email Address
Password
Login
Create account
or
Continue with Facebook
Continue with Google
Next
Next Chapter
Title Page
Add Highlight
No Comment
..................Content has been hidden....................
You can't read the all page of ebook, please click
here
login for view all page.
Day Mode
Cloud Mode
Night Mode
Reset