Earning Surprise and Implied Volatility : Could New Information Increase Uncertainty?
Year of publication: |
2015
|
---|---|
Authors: | Zhu, Cai |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Risiko | Risk | Gewinn | Profit | Börsenkurs | Share price | Erwartungsbildung | Expectation formation |
Extent: | 1 Online-Ressource (45 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 8, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2591742 [DOI] |
Classification: | G12 - Asset Pricing ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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