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Trading on corporate earnings news : profiting from targeted, short-term options positions
Author
Title
Trading on corporate earnings news : profiting from targeted, short-term options positions / John Shon, Ping Zhou.
ISBN
9780132615891
0132615894
0137084927
9780137084920
9780137084920
9780132615853
0132615851
9780132615860
013261586X
Published
Upper Saddle River, N.J. : FT Press, ©2011.
Physical Description
1 online resource (xviii, 205 pages) : illustrations
Local Notes
Access is available to the Yale community.
Notes
English.
Access and use
Access restricted by licensing agreement.
Variant and related titles
O'Reilly Safari. OCLC KB.
Other formats
Print version: Shon, John, 1971- Trading on corporate earnings news. Upper Saddle River, N.J. : FT Press, ©2011
Format
Books / Online
Language
English
Added to Catalog
February 14, 2024
Bibliography
Includes bibliographical references and index.
Contents
Introduction
Earnings announcements: why are they so important?
Earnings surprises: definition and measurement
Earnings surprises: empirical evidence
Market reactions to earnings announcements
Market reactions to earnings surprises (are full of surprises)
General characteristics of optioned companies and options behavior around earnings announcements
Practical considerations before implementing trades
Directional bets: long calls, bull call spreads, long puts, and bear put spreads
Long straddle and strangle strategies
Short straddle and strangle strategies
Growth expectations and the torpedo effect
Revenue and expense surprises
Earnings surprise persistence
Other theories and evidence.
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