Showing 1 - 4 of 4
Persistent link: https://www.econbiz.de/10011474512
Persistent link: https://www.econbiz.de/10011914550
We examine the impact of accounting quality, used as a proxy for information risk, on the behavior of equity implied volatility around quarterly earnings announcements. Using US data during 1996–2010, we observe that lower (higher) accounting quality significantly relates to higher (lower)...
Persistent link: https://www.econbiz.de/10011189465
Persistent link: https://www.econbiz.de/10011735389