An option-based approach to measuring disclosure asymmetry
Kevin C. Smith
| Year of publication: |
2023
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|---|---|
| Authors: | Smith, Kevin |
| Published in: |
The accounting review : a publication of the American Accounting Association. - Lakewood Ranch, FL : American Accounting Association, ISSN 0001-4826, ZDB-ID 210224-9. - Vol. 98.2023, 4, p. 373-403
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| Subject: | option prices | disclosure | conservatism | skewness | model-free implied skewness | volatility surface | earnings announcements | implied volatility | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Unternehmenspublizität | Corporate disclosure | Optionsgeschäft | Option trading | Ankündigungseffekt | Announcement effect | Black-Scholes-Modell | Black-Scholes model | Index-Futures | Index futures | Gewinnprognose | Earnings announcement | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.2308/TAR-2020-0623 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014340501