Xiaoxiao Yu

Karlsruhe Institute of Technology

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Scholarly Papers (1)

1.

Information Processing in the Option Market Around Earnings and Macroeconomic Announcements

Number of pages: 55 Posted: 30 May 2025
Karlsruhe Institute of Technology (KIT) - Institute for Finance, Karlsruhe Institute of Technology (KIT) - Institute for Finance and Karlsruhe Institute of Technology
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Abstract:

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informed option trading, earnings announcements, macroeconomic news, investor attention, information asymmetry