The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns
| Year of publication: |
2012
|
|---|---|
| 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 7529053. - Vol. 36.2012, 3, p. 786-803
|