Predicting Stock Market Volatility with Financial Report Tone
Study finds that periods of increased disagreement in financial reports predict higher implied volatility indices of stocks, with implications for financial stability and delegated portfolio management.
Featured in No. 1 on 24 May 2023 · on release day
- Released
- 24 May 2023
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- No. 1 · 24 May 2023
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- Identifier
- RePEc:gam:jmathe:v:11:y:2023:i:7:p:1591-:d:1107077
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