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The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns

โœ Scribed by Dean Diavatopoulos; James S. Doran; Andy Fodor; David R. Peterson

Book ID
116615964
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
527 KB
Volume
36
Category
Article
ISSN
0378-4266

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