Monique W.M. Donders

MeesPierson Investment Bank

P.O. Box 243

Derivatives Research

1000 AE Amsterdam

Netherlands

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Options and Earnings Announcements: An Empirical Study of Volatility, Trading Volume, Open Interest and Liquidity

Posted: 17 Jun 2000
Monique W.M. Donders, Roy Kouwenberg and Ton Vorst
MeesPierson Investment Bank, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and VU University Amsterdam - Department of Finance and Financial Sector Management

Abstract:

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Earnings Announcements, Volatility, Volume, Spreads, Open Interest

2.

The Impact of Firm Specific News on Implied Volatilities

Posted: 03 Nov 1998
Monique W.M. Donders and Ton Vorst
MeesPierson Investment Bank and VU University Amsterdam - Department of Finance and Financial Sector Management

Abstract:

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