Applied Academic Research, April 2012
Posted Apr 12 2012 by in Applied Academic Research
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- Exploiting Option Information in the Equity Market—Information diffusions between options and stocks can be used to predict stock returns. This paper examine four different methods to capture the diffusions and to generate abnormal returns.
- Investor Sentiment, Disagreement and Return Predictability of Ownership Breadth—Research on the model of Chen, Hong and Stein (2002) suggests that ownership breadth-return relationship can be either positive or negative.
- Legislating Stock Prices—Research that significant alpha exists when markets cannot understand and incorporate the impact of legislation on firms which have invested interests.
- CEO Interviews on CNBC—A study on the effect of attention grabbing events and stock returns. Evidence shows that CEO interviews can generate the highest abnormal returns in tech stocks.
Categories: Applied Academic Research
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