Implied volatility smiles, option mispricing and net buying pressure: evidence around the global financial crisis
| Year of publication: |
2012
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|---|---|
| Authors: | Larkin, J. ; Brooksby, A. ; Lin, C. T. ; Zurbruegg, R. |
| Published in: |
Accounting and Finance. - Accounting and Finance Association of Australia and New Zealand - AFAANZ, ISSN 0810-5391. - Vol. 52.2012, 1, p. 47-69
|
| Publisher: |
Accounting and Finance Association of Australia and New Zealand - AFAANZ |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010626963