Now showing items 1-1 of 1

    • Asymmetric uncertainty around earnings announcements: evidence from options markets 

      Saurav, Sumit; Agarwalla, Sobhesh Kumar; Varma, Jayanth R. (University of New Haven Press, 2024-11)
      We use the Indian stock options market to study the evolution of uncertainty and asymmetric uncertainty around earnings announcements (EAs). We find that uncertainty (implied volatility) and asymmetric uncertainty (options ...