Similar Search Results

Too good to be true? : an analysis of the options market's reactions to earnings releases

Lu, Yan; Ray, Sugata - In: Journal of business finance & accounting : JBFA 43 (2016) 7/8, pp. 830-848

Persistent link: https://www.econbiz.de/10011627641

Short selling in extreme events

Geraci, Marco Valerio; Garbaravičius, Tomas; Veredas, David - In: Journal of financial stability 39 (2018), pp. 90-103

Persistent link: https://www.econbiz.de/10012159719

Stock price distributions and news : evidence from index options

Steeley, James M. - In: Review of quantitative finance and accounting 23 (2004) 3, pp. 229-250

Persistent link: https://www.econbiz.de/10002418334

Skewness in stock returns : reconciling the evidence on firm versus aggregate returns

Albuquerque, Rui H. P. L. de - 2010

Persistent link: https://www.econbiz.de/10003994505

Skewness in stock returns : reconsiling the evidence on firm versus aggregate returns

Albuquerque, Rui - In: The review of financial studies 25 (2012) 5, pp. 1630-1673

Persistent link: https://www.econbiz.de/10009536408

The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns

Diavatopoulos, Dean; Doran, James S.; Fodor, Andy; … - In: Journal of banking & finance 36 (2012) 3, pp. 786-802

Persistent link: https://www.econbiz.de/10009540475

Anatomy of interim disclosures during bimodal return distributions

Kahra, Hannu A.; Kanto, Antti J.; Schadéwitz, Hannu J.; … - In: The European journal of finance 12 (2006) 1, pp. 61-75

Persistent link: https://www.econbiz.de/10003305275

Skewness in Stock Returns : Reconciling the Evidence on Firm Versus Aggregate Returns

Albuquerque, Rui A. - 2014

Aggregate stock market returns display negative skewness. Firm stock returns display positive skewness. The large literature that tries to explain the first stylized fact ignores the second. This article provides a unified theory that reconciles the two facts by explicitly modeling firm-level...

Persistent link: https://www.econbiz.de/10013068348

Systemic tail risk: high-frequency measurement, evidence and implications

Erdemlioglu, Deniz; Neely, Christopher J.; Yang, Xiye - 2023

Persistent link: https://www.econbiz.de/10014320683

Market reaction, COVID-19 pandemic and return distribution

Jin, Chenglu; Lu, Xingyu; Zhang, Yihan - In: Finance research letters 47 (2022) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10013553679

1
2
3
4
5
6
7
8
9
10
Next
Last