The effect of reporting streaks on ex ante uncertainty
Year of publication: |
2020
|
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Authors: | Neururer, Thaddeus ; Papadakis, George ; Riedl, Edward J. |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 66.2020, 8, p. 3771-3787
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Subject: | uncertainty | implied volatilities | variance risk premium | earnings announcements | reporting streak | meet or beat analyst forecasts | Volatilität | Volatility | Risikoprämie | Risk premium | Gewinn | Profit | Ankündigungseffekt | Announcement effect | Prognose | Forecast | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Finanzanalyse | Financial analysis | Risiko | Risk | Gewinnprognose | Earnings announcement |
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