Earnings uncertainty: Investors ability to anticipate post-announcement realized volatility On the informational content of implied volatility

Additional Metadata
Keywords	implied volatility; earnings announcements; options; future volatility; S&P 500; historical volatility; Black-Scholes model
Thesis Advisor	Smajlbegovic, E.
Persistent URL	hdl.handle.net/2105/53191
Series	Business Economics
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Haberland, C.S. (2020, November 13). Earnings uncertainty: Investors ability to anticipate post-announcement realized volatility On the informational content of implied volatility. Business Economics. Retrieved from http://hdl.handle.net/2105/53191

Earnings uncertainty: Investors ability to anticipate post-announcement realized volatility On the informational content of implied volatility