Earnings announcement premium and return volatility : is it consistent with risk-return trade-off?
Year of publication: |
2023
|
---|---|
Authors: | Tsafack, Georges ; Becker, Ying ; Han, Ki C. |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 79.2023, p. 1-21
|
Subject: | Chinese market | Earnings announcement premium | Return volatility | Risk-return tradeoff | Volatilität | Volatility | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Gewinn | Profit | Risikoprämie | Risk premium | Gewinnprognose | Earnings announcement | China |
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