Liverpool, L69 7ZA
University of Liverpool
Stock price crash risk, Earnings conference calls, Tone, Textual analysis, Voluntary disclosure
Economic Uncertainty, Ambiguity Aversion, Risk Premium, Mis-Pricing, Cross-Section of Stock Returns, Return Predictability
Time-Varying Parameter VAR, Quasi-Bayesian Local Likelihood Methods, Liquidity, Density Forecasts, Network Connections.
Broadcast Media, Anti-corruption, China, Political Connections, Event study
option-implied volatility, volatility skew, return predictability
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