The effect of reporting streaks on ex ante uncertainty
Thaddeus Neururer, George Papadakis, Edward J. Riedl
| Year of publication: |
2020
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|---|---|
| Authors: | Neururer, Thaddeus ; Papadakis, George ; Riedl, Edward J. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 66.2020, 8, p. 3771-3787
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| Subject: | uncertainty | implied volatilities | variance risk premium | earnings announcements | reporting streak | meet or beat analyst forecasts | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Risiko | Risk | Finanzanalyse | Financial analysis | Risikoprämie | Risk premium | Gewinnprognose | Earnings announcement | Prognose | Forecast | Börsenkurs | Share price | Gewinn | Profit |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2019.3320 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012289214