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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Autor principal:	Wang, Qingxia (Jenny)
Formato:	Capítulo de libro
Lenguaje:	inglés
Publicado:	IntechOpen 2022
Materias:	Social Sciences and Humanities
Acceso en línea:	https://www.intechopen.com/chapters/83823
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!