Earnings announcement timing, uncertainty, and volatility risk premiums-Reference-Cited by-同舟云学术

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Earnings announcement timing, uncertainty, and volatility risk premiums

Published:2020-07-15 Issue:10 Volume:40 Page:1603-1630
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J Futures Markets

Author:

Adams Tom¹^ORCID,Neururer Thaddeus²^ORCID

Affiliation:

1. School of BusinessLa Salle University Philadelphia Pennsylvania

2. College of Business AdministrationUniversity of Akron Akron Ohio

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22150

Reference51 articles.

1. A growing disparity in earnings disclosure mechanisms: The rise of concurrently released earnings announcements and 10-Ks

2. Intraindustry Information Transfers Associated with Management Forecasts of Earnings

3. The Information in Management’s Expected Earnings Report Date: A Day Late, a Penny Short

4. Using analysts' forecasts to measure properties of analysts' information environment;Barron O.;The Accounting Review,1998

5. Non-Diversifiable Volatility Risk and Risk Premiums at Earnings Announcements

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Audit committee characteristics and compliance by Islamic banks with AAOIFI accounting standards;Advances in Accounting;2022-06

2. Is it Possible to Predict Earnings per Share?;SHS Web of Conferences;2021

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