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

European Financial Management

Volumn 6, Issue 2, 2000, Pages 149-171

  Donders, Monique W M ^a   Kouwenberg, Roy ^b   Vorst, Ton C F ^b  

^a MeesPierson Derivatives   (Netherlands)

^b ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

Earnings announcements; Open interest; Spreads; Volatility; Volume

Indexed keywords

EID: 85015624290     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/1468-036X.00118     Document Type: Article

References (0)