Chen Zhao

Rutgers Business School - Newark and New Brunswick

Ph.D Candidate

94 Rockafeller Road

Piscataway, NJ 08854

United States

SCHOLARLY PAPERS

2

DOWNLOADS

267

CITATIONS

1

Scholarly Papers (2)

1.

Using Option Implied Volatilities to Predict Absolute Stock Returns - Evidence from Earnings Announcements and Annual Shareholders’ Meetings

Number of pages: 36 Posted: 27 Sep 2014
Rutgers University - Rutgers Business School - Newark and New Brunswick, Quantitative Management Associates (QMA) LLC, New York University and Rutgers Business School - Newark and New Brunswick
Downloads 267 (112,811)
Citation 1

Abstract:

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Earnings Announcement, Annual Meeting of Shareholders, Option Implied Volatility, Absolute Stock Return

Large Price Changes and Subsequent Returns

Journal of Investment Management, 2013
Posted: 13 Sep 2014
Rutgers University - Rutgers Business School - Newark and New Brunswick, New York University, DePaul University - Kellstadt Graduate School of Business and Rutgers Business School - Newark and New Brunswick

Abstract:

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Analyst price target revisions, Analyst earnings forecast revisions, Large price changes, Trading strategy