Trading activity in options and stock around price-sensitive news announcements

Mazouz, K., Wu, Y. and Yin, S. (2014) Trading activity in options and stock around price-sensitive news announcements. Journal of Futures Markets. Article first published online: 29 AUG 2014. ISSN 0270-7314

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Authors/Creators:
  • Mazouz, K.
  • Wu, Y.
  • Yin, S.
Copyright, Publisher and Additional Information: © 2014 Wiley. This is an author produced version of a paper subsequently published in The Journal of Future Markets. Uploaded in accordance with the publisher's self-archiving policy.
Dates:
  • Published: 2014
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Sheffield University Management School
Depositing User: Symplectic Sheffield
Date Deposited: 22 Dec 2014 10:58
Last Modified: 05 Nov 2016 21:58
Published Version: http://dx.doi.org/10.1002/fut.21691
Status: Published
Publisher: Wiley
Identification Number: https://doi.org/10.1002/fut.21691

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