SStudyAcademic Library

Dashboard Shelves Open access My library Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Evolution of market uncertainty around earnings announcements · Study

ArticleShelves

ArticleEvolution of market uncertainty around earnings announcements

Dušan Isakov2001

Article2001

Evolution of market uncertainty around earnings announcements

Dušan Isakov · Christophe Pérignon

49 citations·0/0 files stored·Journal of Banking & Finance

No readable copy stored yet — this record is metadata only.

Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Stochastic processes and financial applications

Abstract

No abstract was published for this record.

Citations in this library

Stored only when both papers are in the corpus — 49 citations exist upstream.

References

1973The Pricing of Options and Corporate Liabilities 1973Theory of Rational Option Pricing 2005Theory of rational option pricing 1968An Empirical Evaluation of Accounting Income Numbers 1997The Econometrics of Financial Markets 2016“Options, Futures, and Other Derivatives”1992ARCH modeling in finance 2003Options, Futures and Other Derivatives

Cited by

2020Multimodal Multi-Task Financial Risk Forecasting 2016Tests of investor learning models using earnings innovations and implied volatilities 2004Earnings announcements and equity options 2020Does analyst forecast dispersion represent investors’ perceived uncertainty toward earnings?2013Corporate risk and corporate governance: another view

Details

Year2001

Typearticle

Published2001-09-01

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations49

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1016/s0378-4266(00)00158-8

openalex_workW3121825280

Links

Imported from OpenAlex (CC0) — nothing here is generated.