Analysts’ forecasts and uncertainty about firm value
Purpose: The purpose of this study is to use implied volatilities from exchange traded options to examine the interaction between analysts’ forecast revisions and the market’s perception of uncertainty about firm value. Design/methodology/approach: The authors examine how characteristics of individu...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Emerald Group Holdings Ltd.
2018
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |