Conference Calls and Skewness of Stock Returns
碩士 === 國立高雄第一科技大學 === 金融系碩士班 === 105 === Previous studies find that individual daily stock returns are frequently skewed to the right and the skewness is more positive for firms with less transparent. Conference calls are voluntary disclosures and can incorporate the firm-specific information into s...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/04140504410412383983 |