Accounting quality, information risk and the term structure of implied volatility around earnings announcements
Seraina C. Anagnostopoulou, Andrianos E. Tsekrekos
| Year of publication: |
October 2017
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|---|---|
| Authors: | Anagnostopoulou, Seraina C. ; Tsekrekos, Andrianos E. |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 41.2017, p. 445-460
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| Subject: | Accounting quality | Information risk | Term structure of implied volatility | Earnings announcements | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Gewinnprognose | Earnings announcement | Informationswert | Information value | Zinsstruktur | Yield curve | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2017.04.046 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011914550