Informational content of options around analyst recommendations
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DOI: 10.1108/ijmf-04-2021-0168
Abstract: PurposeMore studies have investigated the relation between option measures and stock returns during scheduled corporate events. This study adds to the literature and investigates the informational role of options concerning stock returns following unscheduled corporate… read more here.
Keywords: stock returns; analyst recommendations; around analyst; option ... See more keywords