Trading on corporate earnings news profiting from targeted, short-term option positions

Introduction -- Earnings announcements: why are they so important? -- Earnings surprises: definition and measurement -- Earnings surprises: empirical evidence -- Market reactions to earnings announcements: empirical evidence -- Market reactions to earnings surprises (are full of surprises): empirica...

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Bibliographische Detailangaben
1. Verfasser: Shon, John (VerfasserIn)
Weitere Verfasser: Zhou, Ping (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: Upper Saddle River, N.J. Financial Times Pr. c 2011
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Beschreibung
Zusammenfassung:Introduction -- Earnings announcements: why are they so important? -- Earnings surprises: definition and measurement -- Earnings surprises: empirical evidence -- Market reactions to earnings announcements: empirical evidence -- Market reactions to earnings surprises (are full of surprises): empirical evidence -- General characteristics of optioned companies and options behavior around earnings announcements -- Practical considerations before implementing trades -- Directional bets: long calls, bull call spreads, long puts, and bear put spreads -- Long straddle and strangle strategies -- Short straddle and strangle strategies -- Growth expectations and the torpedo effect -- Revenue and expense surprises -- Earnings surprise persistence -- Other theories and evidence.
Beschreibung:Includes bibliographical references and index
Beschreibung:XVIII, 205 S.
graph. Darst.
21 cm
ISBN:0137084927
0-13-708492-7
9780137084920
978-0-13-708492-0