---
title: Predicting Stock Market Volatility with Financial Report Tone
url: https://www.ml-quant.com/papers/repec/gam-jmathe-v-11-y-2023-i-7-p-1591-d-1107077/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:gam:jmathe:v:11:y:2023:i:7:p:1591-:d:1107077
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2227-7390%2F11%2F7%2F1591%2Fpdf%3Bh%3Drepec%3Agam%3Ajmathe%3Av%3A11%3Ay%3A2023%3Ai%3A7%3Ap%3A1591-%3Ad%3A1107077
featured: 2023-05-24
citations: unknown
topic: Derivatives & Volatility
---


# Predicting Stock Market Volatility with Financial Report Tone

Study finds that periods of increased disagreement in financial reports predict higher implied volatility indices of stocks, with implications for financial stability and delegated portfolio management.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2227-7390%2F11%2F7%2F1591%2Fpdf%3Bh%3Drepec%3Agam%3Ajmathe%3Av%3A11%3Ay%3A2023%3Ai%3A7%3Ap%3A1591-%3Ad%3A1107077
- Identifier: RePEc:gam:jmathe:v:11:y:2023:i:7:p:1591-:d:1107077
- Released: 2023-05-24
- First featured: Quant Letter No. 1 (2023-05-24): https://www.ml-quant.com/issues/2023-05-24/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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