Accounting quality, information risk and the term structure of implied volatility around earnings announcements
Year of publication: |
October 2017
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Authors: | Anagnostopoulou, Seraina C. ; Tsekrekos, Andrianos E. |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 41.2017, p. 445-460
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Subject: | Accounting quality | Information risk | Term structure of implied volatility | Earnings announcements | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Zinsstruktur | Yield curve | Informationswert | Information value | Börsenkurs | Share price |
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