The creation and resolution of firm-specific uncertainty: Evidence from the impacts of legal contingency disclosure on implied volatility
博士 === 國立臺灣大學 === 會計學研究所 === 105 === This paper investigates the effect of litigation loss contingency disclosure on market uncertainty. Using implied volatilities from different options maturities, we found that initial disclosure of a lawsuit in footnotes to financial statements is positively rela...
Main Authors: | Hsin-Yi Huang, 黃馨儀 |
---|---|
Other Authors: | 王泰昌 |
Format: | Others |
Language: | en_US |
Published: |
2017
|
Online Access: | http://ndltd.ncl.edu.tw/handle/ct27gq |
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