𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The Value of Contingent Commissions in the Property–Casualty Insurance Industry: Evidence From Stock Market Returns

✍ Scribed by Chinmoy Ghosh; James I. Hilliard

Book ID
109158680
Publisher
John Wiley and Sons
Year
2010
Tongue
English
Weight
656 KB
Volume
79
Category
Article
ISSN
0022-4367

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The information content in implied idios
The information content in implied idiosyncratic volatility and the cross-section of stock returns: Evidence from the option markets
✍ Dean Diavatopoulos; James S. Doran; David R. Peterson 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 266 KB 👁 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