Scholarlycommons At Pennmetadata only
Adjusting for Uncertainty: How Special Item Intensity Shapes Implied Volatility Dynamics Around Quarterly Earnings Announcements
economics, finance and financial management, applied mathematics, implied volatility, options, earnings announcements, asset pricing, behavioral finance
This document is indexed with metadata only — full text is not available in the archive for this record.
Open the official source ↗Related documents
Record · ID 228592
Conceptio Open Knowledge Archive — every document is proof-bundled with source, license, and retrieval metadata.