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- W3088132525 abstract "Previous study has proved that a firm's risk changes around dividend announcement dates. This paper attempts to empirically examine a firm's risk by looking at the implied standard deviation derived from CEV option pricing model on dates surrounding the dividend announcement for a ＂clean＂ sample. The result shows that a firm's risk does change for favorable information group and unfavorable information group." @default.
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- W3088132525 date "1995-01-31" @default.
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- W3088132525 title "The Information Content of Dividend Announcements Reflected in Constant Elasticity of Variance (CEV) Option Pricing Model" @default.
- W3088132525 doi "https://doi.org/10.6545/jofs.1995.2(2).4" @default.
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