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 APA Style APA-ALL Style AAA 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). Earnings uncertainty: Investors ability to anticipate post-announcement realized volatility On the informational content of implied volatility. In Business Economics.http://hdl.handle.net/2105/53191

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