Investors’ Greed and Fear: An Event Study of Analyst Recommendations
We investigate the effect of the skewness developed by the CBOE, called SKEW, on investors’ reactions to analyst recommendations. Our results show that the abnormal stock returns around analyst recommendation revisions are closely correlated with contemporaneous SKEW changes. Specifically, positive...
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| Formato: | Capítulo de libro |
| Lenguaje: | inglés |
| Publicado: |
IntechOpen
2022
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| Materias: | |
| Acceso en línea: | https://www.intechopen.com/chapters/83823 |
| Etiquetas: |
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