Evolution of market uncertainty around earnings announcements

Journal of Banking and Finance

Volumn 25, Issue 9, 2001, Pages 1769-1788

  Isakov, Dušan ^a,b   Pérignon, Christophe ^a,b  

^a UNIVERSITY OF GENEVA   (Switzerland)

^b International Center FAME   (Switzerland)

Author keywords

Earnings announcements; G13; G14; Implied volatility; Leverage effect

Indexed keywords

EID: 18044402952     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(00)00158-8     Document Type: Article

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