The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns
Dean Diavatopoulos; James S. Doran; Andy Fodor; David R. Peterson
| Year of publication: |
2012
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|---|---|
| Authors: | Diavatopoulos, Dean ; Doran, James S. ; Fodor, Andy ; Peterson, David R. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 3, p. 786-802
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| Subject: | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Optionsgeschäft | Option trading | Informationswert | Information value | Börsenkurs | Share price | Gewinnprognose | Earnings announcement | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009540475