The option market reaction to bank loan announcements

Article English OPEN
Anagnostopoulou, Seraina C.; Ferentinou, A. C.; Tsaousis, P. A.; Tsekrekos, A. E.;
(2018)

In this study, we examine the options market reaction to bank loan announcements for the population of US firms with traded options and loan announcements during 1996-2010. We get evidence on a significant options market reaction to bank loan announcements in terms of l... View more
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