Corporate SEC filings key in predicting volatility

Investors and analysts trying to forecast the volatility of a company’s stock returns can find crucial insights in publicly available corporate disclosures, according to a new study. Under SEC disclosure requirements, corporate managers report their forecasts of a company’s stock-return volatility over the next few years, as Eccles School professors Atif Ellahie and Xiaoxia Peng note in their paper "Management Forecasts of Volatility." While [...]