EARNINGS ANNOUNCEMENTS, STOCK-PRICE ADJUSTMENT, AND THE EXISTENCE OF OPTION MARKETS

被引：90

作者：

JENNINGS, R ^{[1
]}

STARKS, L ^{[1
]}

机构：

[1] WASHINGTON UNIV,ST LOUIS,MO 63130

来源：

关键词：

D O I：

10.2307/2328347

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：107 / 125

页数：19

共 19 条

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[2]

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[4] INFORMATION-CONTENT AND THE SPEED OF STOCK-PRICE ADJUSTMENT [J].

JENNINGS, R ;

STARKS, L .

[5]

KLEMKOSKY R, 1980, J PORTFOLIO MANAGE, V9, P12

[6]

KLEMKOSKY R, 1978, J FINANCIAL QUANTITA, V12, P507

[7] OPTION PRICES AS PREDICTORS OF EQUILIBRIUM STOCK-PRICES [J].

MANASTER, S ;

RENDLEMAN, RJ .

[8]

NATHAN RR, 1974, PUBLIC POLICY ASPECT

[9]

NIEDERHOFFER V, 1977, J AM STATISTICAL ASS, V72, P289

[10]

OFFICER DT, 1981, FINANCIAL MANAGEMENT, V10, P18