Options and earnings announcements: an empirical study of volatility, trading volume, open interest and liquidity

ACF (Ton) Vorst, MWM (Monique) Donders, Roy Kouwenberg

Research output: Contribution to journal › Article › Academic › peer-review

31 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	149-171
Number of pages	23
Journal	European Financial Management
Volume	6
Issue number	2
Publication status	Published - 2000

Cite this

@article{c312ff97546f4469b4c985c10371d24a,

title = "Options and earnings announcements: an empirical study of volatility, trading volume, open interest and liquidity",

author = "Vorst, {ACF (Ton)} and Donders, {MWM (Monique)} and Roy Kouwenberg",

year = "2000",

language = "Undefined/Unknown",

volume = "6",

pages = "149--171",

journal = "European Financial Management",

issn = "1354-7798",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "2",

}

TY - JOUR

T1 - Options and earnings announcements: an empirical study of volatility, trading volume, open interest and liquidity

AU - Vorst, ACF (Ton)

AU - Donders, MWM (Monique)

AU - Kouwenberg, Roy

PY - 2000

Y1 - 2000

UR - http://dx.doi.org/10.1111/1468-036X.00118

M3 - Article

VL - 6

SP - 149

EP - 171

JO - European Financial Management

JF - European Financial Management

SN - 1354-7798

IS - 2

ER -