Using Option Implied Volatilities to Predict Absolute Stock Returns - Evidence from Earnings Announcements and Annual Shareholders’ Meetings
Year of publication: |
2014
|
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Authors: | Govindaraj, Suresh |
Other Persons: | Jin, Wen (contributor) ; Livnat, Joshua (contributor) ; Zhao, Chen (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Börsenkurs | Share price | Gewinn | Profit | Ankündigungseffekt | Announcement effect | Schätzung | Estimation |
Extent: | 1 Online-Ressource (36 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 25, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2501750 [DOI] |
Classification: | M41 - Accounting ; G11 - Portfolio Choice ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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