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1. Investing Around Earnings Announcements: An Options-based Trading Strategy

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Open Access

Author:: Ebeling, Brandon M
Title:: Investing Around Earnings Announcements: An Options-based Trading Strategy
Area of Honors:: Finance
Keywords:: finance
earnings announcement
options
straddle
strangle
PEAD
Post earnings announcement drift
File:: Download Thesis_Final.pdf
Thesis Supervisors:: James Alan Miles, Thesis Supervisor
James Alan Miles, Thesis Honors Advisor
Timothy T Simin, Faculty Reader