An option-based approach to measuring disclosure asymmetry
Year of publication: |
2023
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Authors: | Smith, Kevin |
Published in: |
The accounting review : a publication of the American Accounting Association. - Lakewood Ranch, FL : American Accounting Association, ISSN 0001-4826, ZDB-ID 210224-9. - Vol. 98.2023, 4, p. 373-403
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Subject: | option prices | disclosure | conservatism | skewness | model-free implied skewness | volatility surface | earnings announcements | implied volatility | Volatilität | Volatility | Unternehmenspublizität | Corporate disclosure | Optionspreistheorie | Option pricing theory | Ankündigungseffekt | Announcement effect | Gewinn | Profit | Statistische Verteilung | Statistical distribution |
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