Trading volume, open interest and liquidity in stock options around earnings announcements

ACF (Ton) Vorst, MWM (Monique) Donders

Research output: Chapter/Conference proceedingChapterAcademic

Original languageUndefined/Unknown
Title of host publicationProceedings of the Tenth Annual European Futures Research Symposium
EditorsP.J. Catania
Place of PublicationChicago
Pages189-217
Number of pages29
Publication statusPublished - 1998

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