Accounting quality, information risk and the term structure of implied volatility around earnings announcements
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DOI: 10.1016/j.ribaf.2017.04.046
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More about this item
Keywords
Accounting quality; Information risk; Term structure of implied volatility; Earnings announcements;All these keywords.
JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- M41 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - Accounting
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