INVESTOR EXPECTATIONS OF VOLATILITY INCREASES AROUND LARGE STOCK SPLITS AS IMPLIED IN CALL OPTION PREMIA
| Year of publication: |
1988
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|---|---|
| Authors: | Klein, Linda S. ; Peterson, David R. |
| Published in: |
Journal of Financial Research. - Southern Finance Association - SFA, ISSN 0270-2592. - Vol. 11.1988, 1, p. 71-80
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| Publisher: |
Southern Finance Association - SFA Southwestern Finance Association - SWFA |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010889297