๐”– Bobbio Scriptorium
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Is information risk priced for NASDAQ-listed stocks?

โœ Scribed by Kathleen P. Fuller; Bonnie F. Van Ness; Robert A. Van Ness

Book ID
106516329
Publisher
Springer US
Year
2009
Tongue
English
Weight
237 KB
Volume
34
Category
Article
ISSN
0924-865X

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โœ Hyung-Suk Choi; Narayanan Jayaraman ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 189 KB

## Abstract The role of option markets is reexamined in the reversal process of stock prices following stock price declines of 10% or more. A matched pair of optionable and nonoptionable firms is randomly selected when their price declines by 10% or more on the same date. The authors examine the 1,