Financial reporting opacity and expected crash risk: Evidence from implied volatility smirks
The recent financial crisis has stimulated a renewed interest in understanding the determinants of stock price crash risk (i.e., left tail risk). Recent research shows that opaque financial reports enable managers to hide and accumulate bad news for extended periods. When the accumulated bad news re...
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| التنسيق: | text |
| اللغة: | English |
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Institutional Knowledge at Singapore Management University
2014
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://ink.library.smu.edu.sg/soa_research/1702 https://ink.library.smu.edu.sg/context/soa_research/article/2729/viewcontent/FinancialReportingOpacity_2013_pp.pdf |
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| المؤسسة: | Singapore Management University |
| اللغة: | English |