Wen Jin

Quantitative Management Associates (QMA) LLC

100 Mulberry Street

Gateway Center 2

Newark, NJ 07102

United States

SCHOLARLY PAPERS

1

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267

CITATIONS

1

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
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Citation 2

Abstract:

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