Showing 1 - 10 of 14,662
Persistent link: https://www.econbiz.de/10011657462
Persistent link: https://www.econbiz.de/10012178138
Persistent link: https://www.econbiz.de/10001153272
Persistent link: https://www.econbiz.de/10001185679
Persistent link: https://www.econbiz.de/10001185680
We examine when anomaly returns occur in order to understand if they exist. If anomalies are spurious, then anomaly returns should not depend on their proximity to the dates on which key anomaly information is released. Yet, they do. Using a powerful database containing the precise release date...
Persistent link: https://www.econbiz.de/10012853482
Persistent link: https://www.econbiz.de/10012117841
Persistent link: https://www.econbiz.de/10009550835
Persistent link: https://www.econbiz.de/10010384134
volatility and the market's implied volatility, is that they indicate the presence of systematic volatility risk to the firm …
Persistent link: https://www.econbiz.de/10012900702