search query: @author Tezel, A. / total: 3
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| Author: | Tezel, A. |
| Title: | The value line stock rankings and the option model implied standard deviations |
| Journal: | Journal of Financial Research
1988 : FALL, VOL. 11, No. 3, p.215-225 |
| Index terms: | SHARE PRICES EARNINGS PER SHARE STOCK OPTIONS |
| Language: | eng |
| Abstract: | An investigation of the systematic relationships between the option implied standard deviation of stock prices and stock rankings: earnings predictability, stock price stability, safety and timeliness from the value line survey. Data prescription: sample, implied standard deviations, historical standard deviations, implied standard deviation by maturities. The model and empirical results. Regression model. Three Tables illustrate the study. |
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