Option Informativeness Before Earnings Announcements and Under Real Activity Manipulation
(2021)
Journal Article
Gao, X., Gu, J., & Zhang, Y. (2021). Option Informativeness Before Earnings Announcements and Under Real Activity Manipulation. Pacific Accounting Review, 33(3), 361-375. https://doi.org/10.1108/par-07-2020-0090
Purpose. This article investigates whether single name options trading prior to earnings announcements is more informative when there exist real activit y manipulation s Design/methodology/approach. Using 5,419 earnings announcements during 2004 20 1... Read More about Option Informativeness Before Earnings Announcements and Under Real Activity Manipulation.