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发帖数: 35 | 1 When firms announce their quarterly earnings, as they are required to do,
considerable price volatility and increases in trading volume are observed.
In addition, in the days around earnings announcements, stock prices usually
rise. A simple strategy takes advantage of this fact and buys those stocks
a few days before the announcement date and sell it on the announcement date
(paper: The earnings announcement premium and trading volume ANDREA
FRAZZINI and OWEN LAMONT)
Come up with as many ideas as you can to improve this simple strategy. | z*****6
发帖数: 20 | 2 use option instead of stock? |
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