Wen Jin

Quantitative Management Associates (QMA) LLC

100 Mulberry Street

Gateway Center 2

Newark, NJ 07102

United States

SCHOLARLY PAPERS

1

DOWNLOADS

263

0

!

Under construction: SSRN citations will be offline until July when we will launch a brand new and improved citations service, check here for more details.

For more information

Scholarly Papers (1)

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 263 (113,934)

Abstract:

Loading...

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