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

ACF (Ton) Vorst, MWM (Monique) Donders

Research output: Chapter/Conference proceeding › Chapter › Academic

Original language	Undefined/Unknown
Title of host publication	Proceedings of the Tenth Annual European Futures Research Symposium
Editors	P.J. Catania
Place of Publication	Chicago
Pages	189-217
Number of pages	29
Publication status	Published - 1998

Research programs

@inbook{1a556db2c1c9401ab72f1f65c083fe59,

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

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

year = "1998",

language = "Undefined/Unknown",

pages = "189--217",

editor = "P.J. Catania",

booktitle = "Proceedings of the Tenth Annual European Futures Research Symposium",

}