The effect of earnings/dividend announcements on open interest in exchange-traded call options : Australian evidence

Other literature type English OPEN
Whelan, Adrienne H.;
  • Publisher: Monash University
  • Identifiers: doi: 10.4225/03/5a04f93757c48
  • Subject: Interest | Options (Finance) | Dividends | Uncategorized | Australia

Research in the United States has found that there is a significant decline. In option open interest prior to earnings announcements. The research reported herein uses Australian data to replicate the United States research. There are, however, some differences necessit... View more
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