275 Mt Carmel Ave
Hamden, CT 06518
in Total Papers Downloads
Sentiment strategy, profitability, investor sentiment, risk factor
Informed Trading, Options Market, Merger Announcements
volatility spread, earnings response coefficient
Investor Attention, Volume Spikes, Attention Portfolios, Abnormal Returns
Merger Announcements, Option Trading, Insider Trading, SEC
Liquidity Trading, Insider Trading, PIN
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: EUFM.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
time varying, liquidity trading, insider trading
Insider trade; anchoring bias, 52-week high and 52-week low, private information
Insider Trading, VWAP, Transaction Costs, Trading Alpha, Investment Style
This page was processed by aws-apollo1 in 0.331 seconds