Options as a predictor of common stock price changes

Dirk Emma Baestaens; Willem Max Van Den Bergh; Hervé Vaudrey

doi:10.1080/13518479500000023

Options as a predictor of common stock price changes

European Journal of Finance ◽

10.1080/13518479500000023 ◽

1995 ◽

Vol 1 (4) ◽

pp. 325-343 ◽

Cited By ~ 2

Author(s):

Dirk Emma Baestaens ◽

Willem Max Van Den Bergh ◽

Hervé Vaudrey

Keyword(s):

Stock Price ◽

Common Stock ◽

Price Changes

Download Full-text

The Distribution of Common Stock Price Changes: An Application of Transactions Time and Subordinated Stochastic Models

Journal of Financial and Quantitative Analysis ◽

10.2307/2330254 ◽

1977 ◽

Vol 12 (5) ◽

pp. 743 ◽

Cited By ~ 73

Author(s):

Randolph Westerfield

Keyword(s):

Stochastic Models ◽

Stock Price ◽

Common Stock ◽

Price Changes

Download Full-text

Stock Repurchase by Tender Offer: An Analysis of the Causes of Common Stock Price Changes: Discussion

The Journal of Finance ◽

10.2307/2327389 ◽

1980 ◽

Vol 35 (2) ◽

pp. 319 ◽

Cited By ~ 1

Author(s):

David Downes

Keyword(s):

Stock Price ◽

Common Stock ◽

Stock Repurchase ◽

Tender Offer ◽

Price Changes

Download Full-text

The Influence of Quarterly Earnings Announcements on Investor Decisions as Reflected in Common Stock Price Changes

Journal of Accounting Research ◽

10.2307/2490094 ◽

1971 ◽

Vol 9 ◽

pp. 119 ◽

Cited By ~ 68

Author(s):

Robert G. May

Keyword(s):

Stock Price ◽

Earnings Announcements ◽

Common Stock ◽

Price Changes ◽

Quarterly Earnings ◽

Investor Decisions

Download Full-text

Stock Repurchase by Tender Offer: An Analysis of the Causes of Common Stock Price Changes

The Journal of Finance ◽

10.1111/j.1540-6261.1980.tb02159.x ◽

1980 ◽

Vol 35 (2) ◽

pp. 305-319 ◽

Cited By ~ 119

Author(s):

RONALD W. MASULIS

Keyword(s):

Stock Price ◽

Common Stock ◽

Stock Repurchase ◽

Tender Offer ◽

Price Changes

Download Full-text

Discussion of The Influence of Quarterly Earnings Announcements on Investor Decisions As Reflected in Common Stock Price Changes

Journal of Accounting Research ◽

10.2307/2490095 ◽

1971 ◽

Vol 9 ◽

pp. 164

Author(s):

J. W. Edwards

Keyword(s):

Stock Price ◽

Earnings Announcements ◽

Common Stock ◽

Price Changes ◽

Quarterly Earnings ◽

Investor Decisions

Download Full-text

Discussion of the Influence of Quarterly Earnings Announcements on Investor Decisions As Reflected in Common Stock Price Changes

Journal of Accounting Research ◽

10.2307/2490096 ◽

1971 ◽

Vol 9 ◽

pp. 168 ◽

Cited By ~ 1

Author(s):

Frank T. Weston

Keyword(s):

Stock Price ◽

Earnings Announcements ◽

Common Stock ◽

Price Changes ◽

Quarterly Earnings ◽

Investor Decisions

Download Full-text

Convertible Bond Premiums as Predictors of Common Stock Price Changes

Financial Analysts Journal ◽

10.2469/faj.v25.n6.90 ◽

1969 ◽

Vol 25 (6) ◽

pp. 90-95

Author(s):

Paul D. Cretien

Keyword(s):

Stock Price ◽

Convertible Bond ◽

Common Stock ◽

Price Changes

Download Full-text

Chicago board call options as predictors of common stock price changes

Journal of Econometrics ◽

10.1016/0304-4076(76)90008-7 ◽

1976 ◽

Vol 4 (2) ◽

pp. 101-113 ◽

Cited By ~ 5

Author(s):

D. Panton

Keyword(s):

Stock Price ◽

Common Stock ◽

Price Changes ◽

Call Options

Download Full-text

Are Analysts Whose Forecast Revisions Correlate Less with Prior Stock Price Changes Better Information Producers and Monitors?

SSRN Electronic Journal ◽

10.2139/ssrn.1785102 ◽

2011 ◽

Cited By ~ 4

Author(s):

Chuan-Yang Hwang ◽

Yuan Li ◽

Yen H. Tong

Keyword(s):

Stock Price ◽

Price Changes ◽

Forecast Revisions

Download Full-text

A Utility-Based Model of Common Stock Price Movements

The Journal of Finance ◽

10.1111/j.1540-6261.1986.tb04492.x ◽

1986 ◽

Vol 41 (1) ◽

pp. 67-92 ◽

Cited By ~ 11

Author(s):

ROBERT H. LITZENBERGER ◽

EHUD I. RONN

Keyword(s):

Stock Price ◽

Common Stock ◽

Price Movements ◽

Stock Price Movements

Download Full-text