Trading Activity in Options and Stock Around Price-Sensitive News Announcements

Mazouz, K., Wu, Y. and Yin, S. (2015) Trading Activity in Options and Stock Around Price-Sensitive News Announcements. Journal of Futures Markets, 35 (12). 1173 - 1194. ISSN 0270-7314

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Metadata

Authors/Creators:
  • Mazouz, K.
  • Wu, Y.
  • Yin, S.
Copyright, Publisher and Additional Information: © 2014 Wiley Periodicals, Inc. This is an author produced version of a paper subsequently published in Journal of Futures Markets. Uploaded in accordance with the publisher's self-archiving policy.
Dates:
  • Published: 1 December 2015
  • Accepted: 5 July 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: 19 Nov 2015 18:18
Last Modified: 27 Oct 2016 22:46
Published Version: https://dx.doi.org/10.1002/fut.21691
Status: Published
Publisher: Wiley
Refereed: Yes
Identification Number: https://doi.org/10.1002/fut.21691

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