Financial Reporting Opacity and Expected Crash Risk : Evidence from Implied Volatility Smirks

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

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Keyphrases

100
Implied Volatility ... Keyphrases
100
Expected Crash Risk Keyphrases
100
Financial Opacity Keyphrases
100
Tail Risk Keyphrases
66
Stock Market Keyphrases
66
Breaking Bad News Keyphrases
66
Crash Risk Keyphrases
33
Stock Prices Keyphrases
33
Politicians Keyphrases
33
Economists Keyphrases
33
Extended Period Keyphrases
33
Crash Keyphrases
33
Stock Price Crash R... Keyphrases
33
Internal Control We... Keyphrases
33
Option-implied Vola... Keyphrases
33
Accruals Management Keyphrases
33
Investor Confidence Keyphrases
33
Financial Restateme... Keyphrases
33
Implied Volatility ... Keyphrases
33
Financial Reporting... Keyphrases
33
Left-tail Risk Keyphrases
33
Recent Financial Cr... Keyphrases
33
Financial Reports Keyphrases

INIS

100
volatility INIS
100
risks INIS
100
opacity INIS
44
stocks INIS
33
market INIS
22
prices INIS
11
levels INIS
11
management INIS
11
control INIS
11
transparency INIS

Economics, Econometrics and Finance

100
Accounting Economics, Econometrics a...
100
Market Economics, Econometrics a...
100
Volatility Economics, Econometrics a...
66
Stock Economics, Econometrics a...
33
Enterprise Economics, Econometrics a...
33
Management Economics, Econometrics a...
33
Stock Price Economics, Econometrics a...
33
Options Economics, Econometrics a...
33
Investors Economics, Econometrics a...
33
Managers Economics, Econometrics a...
33
Financial Statement Economics, Econometrics a...
33
Financial Crisis Economics, Econometrics a...
33
Accrual Economics, Econometrics a...
33
Stock Price Crash R... Economics, Econometrics a...
Research OutputsResearch Output authored by Financial Reporting Opacity and Expected Crash Risk is tagged with the concept