Please use this identifier to cite or link to this item:
https://cuir.car.chula.ac.th/handle/123456789/75926
Full metadata record
DC Field | Value | Language |
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dc.contributor.advisor | Tanawit Sae-Sue | - |
dc.contributor.author | Thanawat Thangchadakorn | - |
dc.contributor.other | Chulalongkorn University. Faculty of Commerce and Accountancy | - |
dc.date.accessioned | 2021-09-21T05:40:54Z | - |
dc.date.available | 2021-09-21T05:40:54Z | - |
dc.date.issued | 2020 | - |
dc.identifier.uri | http://cuir.car.chula.ac.th/handle/123456789/75926 | - |
dc.description | Independent Study (M.Sc.)--Chulalongkorn University, 2020 | - |
dc.description.abstract | While prior studies find that returns on straddles constructing before earning announcements are positive in U.S. equity option market, we further investigate and find that returns on straddle constructing before earning announcement are positive in London Stock Exchange either. The logic behind this positive return while return on straddles are generally negative is option traders underestimate volatility of upcoming earning announcement period due to recency bias. | - |
dc.language.iso | en | - |
dc.publisher | Chulalongkorn University | - |
dc.relation.uri | http://doi.org/10.58837/CHULA.IS.2020.80 | - |
dc.rights | Chulalongkorn University | - |
dc.subject.classification | Business | - |
dc.title | Option returns around earning announcement in London | - |
dc.title.alternative | ผลตอบแทนของออฟชั่นในช่วงประกาศผลประกอบการในลอนดอน | - |
dc.type | Independent Study | - |
dc.degree.name | Master of Science | - |
dc.degree.level | Master's Degree | - |
dc.degree.discipline | Finance | - |
dc.degree.grantor | Chulalongkorn University | - |
dc.identifier.DOI | 10.58837/CHULA.IS.2020.80 | - |
Appears in Collections: | Acctn - Independent Studies |
Files in This Item:
File | Description | Size | Format | |
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6284026026.pdf | 799.11 kB | Adobe PDF | View/Open |
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