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Disclosure Practices and Option Implied Probability of Default
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/0009-2614(78)80380-7openalex-extracted
An upper bound for the entropy and its applications to the maximal entropy problem
inferredcites →https://doi.org/10.1016/0165-4101(83)90011-3openalex-extracted
Discretionary disclosure
inferredcites →https://doi.org/10.1016/0165-4101(94)90004-3openalex-extracted
Market liquidity and volume around earnings announcements
inferredcites →https://doi.org/10.1016/0304-405x(91)90033-gopenalex-extracted
Market reaction to anticipated announcements
inferredcites →https://doi.org/10.1016/j.jacceco.2013.01.004openalex-extracted
Cost of capital and earnings transparency
inferredcites →https://doi.org/10.1016/j.jaccpubpol.2010.02.001openalex-extracted
A transparency Disclosure Index measuring disclosures: Chinese listed companies
inferredcites →https://doi.org/10.1016/j.jbankfin.2009.09.020openalex-extracted
How bank capital buffers vary across countries: The influence of cost of deposits, market power and bank regulation
inferredcites →https://doi.org/10.1016/j.jfineco.2013.04.001openalex-extracted
The dark side of analyst coverage: The case of innovation
inferredcites →https://doi.org/10.1016/s0165-4101(01)00018-0openalex-extracted
Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature
inferredcites →https://doi.org/10.1016/s0378-4266(01)00265-5openalex-extracted
Market discipline and financial stability
inferredcites →https://doi.org/10.1016/s1386-4181(01)00024-6openalex-extracted
Illiquidity and stock returns: cross-section and time-series effects
inferredcites →https://doi.org/10.1017/s002210901000013xopenalex-extracted
Deviations from Put-Call Parity and Stock Return Predictability
inferredcites →https://doi.org/10.1017/s0022109010000220openalex-extracted
What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns?
inferredcites →https://doi.org/10.1086/466995openalex-extracted
The Informational Role of Warranties and Private Disclosure about Product Quality
inferredcites →https://doi.org/10.1111/1475-679x.00037openalex-extracted
A Re‐examination of Disclosure Level and the Expected Cost of Equity Capital
inferredcites →https://doi.org/10.1111/j.1475-679x.2007.00238.xopenalex-extracted
Accounting Information, Disclosure, and the Cost of Capital
inferredcites →https://doi.org/10.1111/j.1475-679x.2008.00267.xopenalex-extracted
Voluntary Disclosure, Earnings Quality, and Cost of Capital
inferredcites →https://doi.org/10.1111/j.1540-6261.1980.tb02161.xopenalex-extracted
Disclosure Laws and Takeover Bids
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00672.xopenalex-extracted
Information and the Cost of Capital
inferredcites →https://doi.org/10.1111/j.1540-6261.2005.00724.xopenalex-extracted
Insider Trading Restrictions and Analysts' Incentives to Follow Firms
inferredcites →https://doi.org/10.1111/j.1540-6261.2012.01783.xopenalex-extracted
This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance during the Recent Financial Crisis
inferredcites →https://doi.org/10.1111/j.1755-053x.2011.01156.xopenalex-extracted
Corporate Disclosure, Market Valuation, and Firm Performance
inferredcites →https://doi.org/10.1111/jofi.12057openalex-extracted
Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies
inferredcites →https://doi.org/10.1111/jofi.12180openalex-extracted
Shaping Liquidity: On the Causal Effects of Voluntary Disclosure
inferredcites →https://doi.org/10.1506/9n45-f0jx-axvw-lbwjopenalex-extracted
Voluntary Disclosure and Equity Offerings: Reducing Information Asymmetry or Hyping the Stock?*
inferredcites →https://doi.org/10.2139/ssrn.1344745openalex-extracted
Is there a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross Section of Equity Returns
inferredcites →https://doi.org/10.2139/ssrn.1779406openalex-extracted
This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance During the Recent Financial Crisis
inferredcites →https://doi.org/10.2139/ssrn.2021154openalex-extracted
Shaping Liquidity: On the Causal Effects of Voluntary Disclosure
inferredcites →https://doi.org/10.2139/ssrn.2199587openalex-extracted
The Effect of Voluntary Disclosure on Firm Risk and Firm Value: Evidence from Management Earnings Forecasts
inferredcites →https://doi.org/10.2139/ssrn.258514openalex-extracted
Information Asymmetry, Corporate Disclosure and the Capital Markets: A Review of the Empirical Disclosure Literature
inferredcites →https://doi.org/10.2307/2297968openalex-extracted
Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
inferredcites →https://doi.org/10.2307/2330758openalex-extracted
Differential Information and Security Market Equilibrium
inferredcites →https://doi.org/10.2307/2331358openalex-extracted
The Creation and Resolution of Market Uncertainty: The Impact of Information Releases on Implied Volatility
inferredcites →https://doi.org/10.2307/2490910openalex-extracted
Disclosure of Nonproprietary Information
inferredcites →https://doi.org/10.2307/2672910openalex-extracted
The Economic Consequences of Increased Disclosure
inferredcites →https://doi.org/10.2307/2672914openalex-extracted
Corporate Disclosure Practices, Institutional Investors, and Stock Return Volatility
inferredcites →https://doi.org/10.2308/accr.2009.84.5.1639openalex-extracted
The Effect of Disclosures by Management, Analysts, and Business Press on Cost of Capital, Return Volatility, and Analyst Forecasts: A Study Using Content Analysis
inferredcites →https://doi.org/10.2308/tar-9709240185openalex-extracted
Disclosure level and the cost of equity capital.
inferredcites →https://doi.org/10.3386/w16178openalex-extracted
Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies
inferredcites →https://doi.org/10.1016/j.jfineco.2007.05.008openalex-snapshot
Analyst coverage and earnings management
inferredcites →https://doi.org/10.1016/j.jfineco.2011.12.005openalex-snapshot
The Credit Crisis Around the Globe: Why Did Some Banks Perform Better?
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb04620.xopenalex-snapshot
Disclosure, Liquidity, and the Cost of Capital
inferredcites →https://doi.org/10.21314/jcf.2015.206openalex-snapshot
Updating the option implied probability of default methodology
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.1111/acfi.13353openalex-snapshot
Ambiguity of tone in annual reports and bank risk taking
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