Implied volatility spreads and expected market returns
Yigit Atilgan; Turan G. Bali; K. Ozgur Demirtas
| Year of publication: |
2015
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|---|---|
| Authors: | Atilgan, Yigit ; Bali, Turan G. ; Demirtas, K. Ozgur |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 33.2015, 1, p. 87-101
|
| Subject: | Information flow | Option markets | Volatilität | Volatility | Optionsgeschäft | Option trading | Kapitaleinkommen | Capital income | Informationsverbreitung | Information dissemination | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011389785