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The Information Content Of Calls Of Debt: Evidence From Long-Run Stock Returns

โœ Scribed by John Affleck-Graves; Robert E. Miller


Book ID
110681150
Publisher
John Wiley and Sons
Year
2003
Tongue
English
Weight
143 KB
Volume
26
Category
Article
ISSN
0270-2592

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The information content in implied idios
โœ Dean Diavatopoulos; James S. Doran; David R. Peterson ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 266 KB ๐Ÿ‘ 2 views

## Abstract Current literature is inconclusive as to whether idiosyncratic risk influences future stock returns and the direction of the impact. Earlier studies are based on historical realized volatility. Implied volatilities from option prices represent the market's assessment of future risk and