1 Ohio University
Athens, OH OH 45701
United States
Ohio University
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Intraday trading; options; volume; stock return predictability; transaction costs; earnings news
Short interest; Lottery preference; Idiosyncratic volatility; Price; Skewness; Institutional ownership; Illiquidity
option moneyness, implied volatility, open interest, stock returns
Cultural New Year, Investor Mood, Individual Investors, Stock Returns, Cash Infusion
Disposition effect, options, behavioral finance, reference price.
Earnings announcements, firm life stage, idiosyncratic volatility, lottery, speculation.
Earnings Announcement Premium, Intra-industry Information Transfer, International