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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Format: | UnknownFormat |
Sprache: | eng |
Veröffentlicht: |
Upper Saddle River, N.J.
Financial Times Pr.
c 2011
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Online Zugang: | Inhaltsverzeichnis |
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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. |
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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 |