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Intra-industry information transfers: evidence from changes in implied volatility around earnings announcements

Rebecca N. Hann1; Hee‐Dong Kim2; Yue Zheng3,4

1 University of Maryland, College Park · 2 Baruch College · 3 Hong Kong University of Science and Technology · 4 University of Hong Kong

Review of Accounting Studies 2019
DOI
10.1007/s11142-019-9487-1
Volume
24 (3)
Pages
927-971
Language
en
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BibTeX
Sources
semanticscholar openalex crossref