Athens, OH 45701
United States
Ohio University
Intraday trading; options; volume; stock return predictability; transaction costs; earnings news
investor behavior; nominal prices; market capitalization; idiosyncratic volatility; institutional ownership; sentiment
Short interest; Lottery preference; Idiosyncratic volatility; Price; Skewness; Institutional ownership; Illiquidity
Option Returns; Short Interest; Short Sale Constraints; Mis-Pricing; Limits to Arbitrage
Earnings announcements, firm life stage, lottery, returns.
futures markets; weekend effect; asymmetric risk; investor sentiment; short selling
Earnings Announcement Premium, Intra-industry Information Transfer, International