---
product_id: 6968053
title: "Option Strategies for Earnings Announcements: A Comprehensive, Empirical Analysis"
price: "129379₫"
currency: VND
in_stock: false
reviews_count: 8
url: https://www.desertcart.vn/products/6968053-option-strategies-for-earnings-announcements-a-comprehensive-empirical-analysis
store_origin: VN
region: Vietnam
---

# Option Strategies for Earnings Announcements: A Comprehensive, Empirical Analysis

**Price:** 129379₫
**Availability:** ❌ Out of Stock

## Quick Answers

- **What is this?** Option Strategies for Earnings Announcements: A Comprehensive, Empirical Analysis
- **How much does it cost?** 129379₫ with free shipping
- **Is it available?** Currently out of stock
- **Where can I buy it?** [www.desertcart.vn](https://www.desertcart.vn/products/6968053-option-strategies-for-earnings-announcements-a-comprehensive-empirical-analysis)

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- Customers looking for quality international products

## Why This Product

- Free international shipping included
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## Description

By trading on corporate earnings, investors can reliably profit in both up and down markets, while avoiding market risk for nearly the entire quarter. In this book, two leading traders and portfolio managers present specific, actionable techniques anyone can use to capture these sizable profits. Ping Zhou and John Shon have performed an unprecedented empirical analysis of thousands of stocks, reviewing tens of millions of data points associated with option prices, earnings announcement returns, and fundamentals. Their massive analysis has identified consistent opportunities associated with focusing on the magnitude of the market’s reaction to earnings, not its direction. Option Trading Set-Ups for Corporate Earnings News offers concrete guidance for improving the likelihood of making correct forecasts, and managing the risks of incorrect forecasts. It introduces several ways to exploit option trading opportunities around earnings news, discuss crucial issues that most retail investors haven’t considered, and explore aspects of earnings-related option trading that have never been empirically examined and documented before. For example, they identify hidden patterns and potential opportunities based on valuation, industry, volatility, analyst forecasts, seasonality, and trades that immediately follow earnings announcements. Simply put, trading on earnings reports offers immense profit opportunities, if you know how. This book provides incontrovertible facts and detailed strategies, not just theories and anecdotes!

Review: Use it for making your trading better, not for trading as it is described. - Plenty of data, but the meaning is one - you can loose. But you can win, too. Today when markets are changing every week/month it is hard to predict what will happen. Testing system on data from 10 years back can present false results in one year ahead. For such short periods and unpredictable events it is very probable that presented strategies will behave quite different. One can read this book to see one of trading methods/systems so one could improve his own trading methods. But thats all.
Review: Excellent book - Excellent book on options for anyone serious about option trading during earnings. A lot of rigor was put into their research process before the authors made any conclusions.

## Features

- Used Book in Good Condition

## Technical Specifications

| Specification | Value |
|---------------|-------|
| Best Sellers Rank | #6,134,652 in Books ( See Top 100 in Books ) #2,182 in Business Investments #3,399 in Business Finance #13,576 in Finance (Books) |
| Customer Reviews | 3.9 out of 5 stars 24 Reviews |

## Images

![Option Strategies for Earnings Announcements: A Comprehensive, Empirical Analysis - Image 1](https://m.media-amazon.com/images/I/51vC+eYZaEL.jpg)

## Customer Reviews

### ⭐⭐⭐⭐ Use it for making your trading better, not for trading as it is described.
*by T***S on September 27, 2013*

Plenty of data, but the meaning is one - you can loose. But you can win, too. Today when markets are changing every week/month it is hard to predict what will happen. Testing system on data from 10 years back can present false results in one year ahead. For such short periods and unpredictable events it is very probable that presented strategies will behave quite different. One can read this book to see one of trading methods/systems so one could improve his own trading methods. But thats all.

### ⭐⭐⭐⭐⭐ Excellent book
*by K***. on December 14, 2018*

Excellent book on options for anyone serious about option trading during earnings. A lot of rigor was put into their research process before the authors made any conclusions.

### ⭐⭐⭐⭐ A solid book on practial options trading and analysis
*by I***K on January 28, 2013*

What most books on investment or market trading do not teach is empirical analysis. Some of this has to do with marketing. It is easier to tell the reader to "follow the lessons of Warren Buffet" than to describe the process of analyzing stock performance and looking at historical returns to verify that this analysis would have succeeded in the recent past. Investment and trading books on exchange traded stock options tend to be even worse than those on stocks. They tend to either be books in the vein of "get rich with stock options" or highly mathematical works that assume that there are no transaction costs in options trading. Option Strategies for Earnings Announcements is a practical book that demonstrates how analysis on option trading strategies can be performed. One of the early chapters in the book discusses the issue of option bid-ask spreads and the issue of trading costs. The topic of the book is options trading around regular market events like earnings announcements. The cover material, influenced by the publisher no doubt, implies that after reading this book you will be able to make money trading options around corporate events. A more accurate description, which I suspect that the authors would agree with, is that this book will give you the foundation you need to understand how to do the work you need to develop successful options trading strategies around corporate events. The author point out that the past is not a perfect predictor of the future, but the past is all we have. Developing a successful trading strategy involves carefully looking at past data and doing the statistical analysis to determine whether the strategy has a chance of being successful. Most investors are best advised to invest in a basket of index funds consisting of some mix of stock and bond funds. The analysis that is outlined in this book is not something that most people either can or will want to do. I don't recall a discussion of the target audience for this book. In my opinion this book is targeted at small investment funds (which can make use of exchange traded options) or serious traders. In order to apply the analytic techniques outlined in this book the reader needs, at a minimum, a solid mastery of Excel or, even better, experience with R, MatLab or Python. One of the challenges in learning about options and options trading is that there can be a huge gap between theory and practice. In options theory one of the things that students learn is that it is never profitable to exercise a call option early (for a stock that does not pay dividends). The trading strategy outlined in this book is to buy options just before an anticipated corporate event, like an earnings announcement and then close the options position soon afterwards. While it may be best to close a put position, in theory a call on a non-dividend paying option would be held to maturity. I did not notice that the authors dealt with this issue. Perhaps because it makes the analysis easier since you can pick a period and calculate profit and loss. If option exercise periods are staggered the analysis may become more complex. As the authors point out, the market for exchange traded options in individual stocks has limited liquidity. This is not a market that a large fund could invest in since large option purchases would have huge market impact and move the bid-ask spread. Smaller traders can trade profitably in this market. This is not a book that gives the "secret for profits in stock options", but rather a book that shows how to do the analysis you need to do to develop strategies that have a probability of working. This is not easy, but if it were easy, everyone would be doing it, wouldn't they?

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*Product available on Desertcart Vietnam*
*Store origin: VN*
*Last updated: 2026-05-16*