Slow diffusion of information and price momentum in stocks: Evidence from options markets (English)
- New search for: Chen, Zhuo
- New search for: Chen, Zhuo
- New search for: Lu, Andrea
In:
Journal of banking & finance
;
75
; 98-108
;
2017
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ISSN:
- Article (Journal) / Print
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Title:Slow diffusion of information and price momentum in stocks: Evidence from options markets
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Contributors:Chen, Zhuo ( author ) / Lu, Andrea
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Published in:Journal of banking & finance ; 75 ; 98-108
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Publisher:
- New search for: Elsevier
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Place of publication:Amsterdam [u.a.]
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Publication date:2017
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ISSN:
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ZDBID:
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DOI:
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Type of media:Article (Journal)
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Type of material:Print
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Language:English
- New search for: 83.00
- Further information on Basic classification
- New search for: oek 2138
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Keywords:
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Classification:
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Source:
Table of contents – Volume 75
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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Discrete-time option pricing with stochastic liquidityLeippold, Markus / Schärer, Steven et al. | 2016
- 17
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The joint cross-sectional variation of equity returns and volatilitiesGonzález-Urteaga, Ana / Rubio, Gonzalo et al. | 2016
- 35
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Performance volatility, information availability, and disclosure reformsFu, Renhui / Gao, Fang / Kim, Yong H. / Qiu, Buhui et al. | 2016
- 53
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Looking behind mortgage delinquenciesMocetti, Sauro / Viviano, Eliana et al. | 2016
- 64
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Index portfolio and welfare analysis under heterogeneous beliefsHe, Xue-Zhong / Shi, Lei et al. | 2016
- 80
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Hedge fund politics and portfoliosDeVault, Luke / Sias, Richard et al. | 2016
- 98
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Slow diffusion of information and price momentum in stocks: Evidence from options marketsChen, Zhuo / Lu, Andrea et al. | 2016
- 109
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1-share orders and tradesDavis, Ryan L. / Roseman, Brian S. / Van Ness, Bonnie F. / Van Ness, Robert et al. | 2016
- 118
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Information in CDS spreadsNorden, Lars et al. | 2016
- 136
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Idiosyncratic volatility: An indicator of noise trading?Aabo, Tom / Pantzalis, Christos / Park, Jung Chul et al. | 2016
- 152
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Bank capital in the crisis: It's not just how much you have but who provides itGarel, Alexandre / Petit-Romec, Arthur et al. | 2016
- 167
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Semi-analytical valuation for discrete barrier options under time-dependent Lévy processesLian, Guanghua / Zhu, Song-Ping / Elliott, Robert J. / Cui, Zhenyu et al. | 2016
- 184
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Bank productivity growth and convergence in the European Union during the financial crisisDegl'Innocenti, Marta / Kourtzidis, Stavros A. / Sevic, Zeljko / Tzeremes, Nickolaos G. et al. | 2016
- 200
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Corporate liquidity and dividend policy under uncertaintyKoussis, Nicos / Martzoukos, Spiros H. / Trigeorgis, Lenos et al. | 2016
- 215
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The asymmetric effect of international swap lines on banks in emerging marketsAndrieș, Alin Marius / Fischer, Andreas M. / Yeșin, Pınar et al. | 2016
- 235
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Competition in the credit rating Industry: Benefits for investors and issuersMorkoetter, Stefan / Stebler, Roman / Westerfeld, Simone et al. | 2016
- 258
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Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula methodMensi, Walid / Hammoudeh, Shawkat / Shahzad, Syed Jawad Hussain / Shahbaz, Muhammad et al. | 2016
- 280
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Corporate social responsibility and CEO confidenceMcCarthy, Scott / Oliver, Barry / Song, Sizhe et al. | 2016
- 292
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The Liquidity Coverage Ratio and security pricesFuhrer, Lucas Marc / Müller, Benjamin / Steiner, Luzian et al. | 2016
- IFC
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Editorial Board| 2016