Intra-industry information transfers : evidence from changes in implied volatility around earnings announcements
Rebecca N. Hann, Heedong Kim, Yue Zheng
| Year of publication: |
2019
|
|---|---|
| Authors: | Hann, Rebecca N. ; Kim, Heedong ; Zheng, Yue |
| Published in: |
Review of accounting studies. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6653, ZDB-ID 1334761-5. - Vol. 24.2019, 3, p. 927-971
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| Subject: | Second-moment information transfer | Implied volatility | Volatility risk | Uncertainty | Earnings announcements | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Gewinn | Profit | Gewinnprognose | Earnings announcement | Informationswert | Information value | Informationsverbreitung | Information dissemination |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11142-019-9487-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012099031