The Information Content of Option-Implied Tail Risk on Post-Earnings Abnormal Stock Returns
Year of publication: |
2018
|
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Authors: | Liu, Mengxi (Maggie) |
Other Persons: | Chan, Kam Fong (contributor) ; Faff, Robert W. (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Informationswert | Information value | Volatilität | Volatility | Risiko | Risk | Schätzung | Estimation |
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 July 25, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3221043 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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