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Volatility spread and stock market response to earnings announcements
Lei, Qin; Wang, Xuewu; Yan, Zhipeng - In: Journal of banking & finance 119 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012521179
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Attention : implied volatility spreads and stock returns
Gao, Xuechen; Wang, Xuewu; Yan, Zhipeng - In: The journal of behavioral finance : a publication of … 21 (2020) 4, pp. 385-398
Persistent link: https://www.econbiz.de/10012312341
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Implied volatility spread and stock mispricing
Cao, Zhen; Chelikani, Surya; Kilic, Osman; Wang, Xuewu - In: The journal of behavioral finance : a publication of … 25 (2024) 1, pp. 79-91
Persistent link: https://www.econbiz.de/10014513781