Lykourgos Alexiou

Athens University of Economics and Business

76 Patission Street

Athens, 104 34

Greece

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Scholarly Papers (1)

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Pricing Event Risk: Evidence from Concave Implied Volatility Curves

Number of pages: 45 Posted: 07 May 2021
Athens University of Economics and Business, University of Lausanne, University of Liverpool Management School and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 163 (220,945)

Abstract:

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Earnings Announcement, Event Risk, Risk-Neutral Distribution, Implied Volatility Curve