Matches in SemOpenAlex for { <https://semopenalex.org/work/W2039133606> ?p ?o ?g. }
Showing items 1 to 76 of
76
with 100 items per page.
- W2039133606 abstract ". This study investigates changes in the call option market microstructure, as reflected in bid/ask spread changes, surrounding information release dates. The size of bid/ask spreads is not significantly changed by accounting earnings releases. The results indicate a significant increase in the bid/ask spread on the date of large price changes and a significantly increased number of insignificant changes in both actual and proportional bid/ask spreads surrounding earnings announcements and dates of large price changes. Significant increases in trading volume precede both types of information releases.Resume. Cette etude examine les changements dans la microstructure du marche des options d'achat, tels que refletes par les changements dans l'ecart des cours acheteur et vendeur, autour des dates de publication d'information. La taille des ecarts des cours acheteur et vendeur n'est pas sensiblement modifiee par la publication des benefices comptables. Les resultats montrent un accroissement significatif de l'ecart entre le cours acheteur et vendeur a la date de changements majeurs des prix, et un accroissement significatif du nombre de changements negligeables a la fois des ecarts de cours acheteur et vendeur absolus et relatifs, autour des dates de publication de resultats et de fluctuations de prix importantes. Des accroissements significatifs du niveau d'activite precedent les deux types d'informations divulguees." @default.
- W2039133606 created "2016-06-24" @default.
- W2039133606 creator A5008038769 @default.
- W2039133606 date "1987-03-01" @default.
- W2039133606 modified "2023-09-23" @default.
- W2039133606 title "The effect of information announcements on bid/ask spreads in the call options market" @default.
- W2039133606 cites W1544871801 @default.
- W2039133606 cites W1608113614 @default.
- W2039133606 cites W1816654404 @default.
- W2039133606 cites W1966977762 @default.
- W2039133606 cites W1990801058 @default.
- W2039133606 cites W2004985218 @default.
- W2039133606 cites W2032712062 @default.
- W2039133606 cites W2043619364 @default.
- W2039133606 cites W2057053505 @default.
- W2039133606 cites W2074567665 @default.
- W2039133606 cites W2077791698 @default.
- W2039133606 cites W2096808000 @default.
- W2039133606 cites W2125531201 @default.
- W2039133606 cites W2137766254 @default.
- W2039133606 cites W2142080386 @default.
- W2039133606 cites W2313770960 @default.
- W2039133606 cites W2317659393 @default.
- W2039133606 cites W2324829751 @default.
- W2039133606 cites W4244077793 @default.
- W2039133606 doi "https://doi.org/10.1111/j.1911-3846.1987.tb00650.x" @default.
- W2039133606 hasPublicationYear "1987" @default.
- W2039133606 type Work @default.
- W2039133606 sameAs 2039133606 @default.
- W2039133606 citedByCount "6" @default.
- W2039133606 countsByYear W20391336062015 @default.
- W2039133606 crossrefType "journal-article" @default.
- W2039133606 hasAuthorship W2039133606A5008038769 @default.
- W2039133606 hasConcept C10138342 @default.
- W2039133606 hasConcept C136264566 @default.
- W2039133606 hasConcept C142362112 @default.
- W2039133606 hasConcept C15708023 @default.
- W2039133606 hasConcept C162324750 @default.
- W2039133606 hasConcept C17744445 @default.
- W2039133606 hasConcept C2781426361 @default.
- W2039133606 hasConcept C76281924 @default.
- W2039133606 hasConceptScore W2039133606C10138342 @default.
- W2039133606 hasConceptScore W2039133606C136264566 @default.
- W2039133606 hasConceptScore W2039133606C142362112 @default.
- W2039133606 hasConceptScore W2039133606C15708023 @default.
- W2039133606 hasConceptScore W2039133606C162324750 @default.
- W2039133606 hasConceptScore W2039133606C17744445 @default.
- W2039133606 hasConceptScore W2039133606C2781426361 @default.
- W2039133606 hasConceptScore W2039133606C76281924 @default.
- W2039133606 hasLocation W20391336061 @default.
- W2039133606 hasOpenAccess W2039133606 @default.
- W2039133606 hasPrimaryLocation W20391336061 @default.
- W2039133606 hasRelatedWork W1998929463 @default.
- W2039133606 hasRelatedWork W2000633677 @default.
- W2039133606 hasRelatedWork W2004171347 @default.
- W2039133606 hasRelatedWork W2024785477 @default.
- W2039133606 hasRelatedWork W2027940022 @default.
- W2039133606 hasRelatedWork W2038737025 @default.
- W2039133606 hasRelatedWork W2044045411 @default.
- W2039133606 hasRelatedWork W2059876884 @default.
- W2039133606 hasRelatedWork W2076867035 @default.
- W2039133606 hasRelatedWork W2077494203 @default.
- W2039133606 hasRelatedWork W2090683924 @default.
- W2039133606 hasRelatedWork W2095045209 @default.
- W2039133606 hasRelatedWork W2116886631 @default.
- W2039133606 hasRelatedWork W2162411603 @default.
- W2039133606 hasRelatedWork W2170847579 @default.
- W2039133606 hasRelatedWork W2218859941 @default.
- W2039133606 hasRelatedWork W3023489907 @default.
- W2039133606 hasRelatedWork W3124964835 @default.
- W2039133606 hasRelatedWork W3125604835 @default.
- W2039133606 hasRelatedWork W3125865789 @default.
- W2039133606 isParatext "false" @default.
- W2039133606 isRetracted "false" @default.
- W2039133606 magId "2039133606" @default.
- W2039133606 workType "article" @default.