Information risk pricing analysis based on abnormal idiosyncratic volatility: Evidence from earnings announcement and mergers andacquisitions

Xiaoqun LIU, Yaohui ZHAO, Changrong YANG

Systems Engineering - Theory & Practice ›› 2026, Vol. 46 ›› Issue (4) : 1454-1477.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2026, Vol. 46 ›› Issue (4) : 1454-1477. DOI: 10.12011/SETP2024-2933

Information risk pricing analysis based on abnormal idiosyncratic volatility: Evidence from earnings announcement and mergers andacquisitions

  • Xiaoqun LIU*(), Yaohui ZHAO(), Changrong YANG()
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2026, 46(4): 1454-1477 https://doi.org/10.12011/SETP2024-2933

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