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Informed trading around stock split announcements: evidence from the option market

Gharghori, Philip, Maberly, Edwin D and Nguyen, Annette 2017, Informed trading around stock split announcements: evidence from the option market, Journal of financial and quantitative analysis, vol. 52, no. 2, pp. 705-735, doi: 10.1017/S0022109017000023.

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Title Informed trading around stock split announcements: evidence from the option market
Author(s) Gharghori, Philip
Maberly, Edwin D
Nguyen, AnnetteORCID iD for Nguyen, Annette orcid.org/0000-0003-1272-9141
Journal name Journal of financial and quantitative analysis
Volume number 52
Issue number 2
Start page 705
End page 735
Total pages 31
Publisher Cambridge University Press
Place of publication Cambridge, Eng.
Publication date 2017-04
ISSN 0022-1090
1756-6916
Keyword(s) Informed trading
Stock splits
Option market
Social sciences
Business, finance
Economics
Business & economics
Volatility increases
Returns
Information
Prices
Dividends
Pressure
Traders
Volume
Language eng
DOI 10.1017/S0022109017000023
Field of Research 1502 Banking, Finance And Investment
Socio Economic Objective 0 Not Applicable
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2017, Michael G. Foster School of Business, University of Washington
Persistent URL http://hdl.handle.net/10536/DRO/DU:30095957

Document type: Journal Article
Collection: Department of Finance
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Created: Thu, 11 May 2017, 15:56:16 EST

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