On the use of implied volatilities in the prediction of successful corporate takeovers
Giovanni Barone-Adesi, Keith C. Brown, and W. V. Harlow
| Year of publication: |
1994
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|---|---|
| Authors: | Barone-Adesi, Giovanni |
| Other Persons: | Brown, Keith C. (contributor) ; Harlow, W. V. (contributor) |
| Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 7.1994, p. 147-165
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| Subject: | Übernahme | Takeover | Optionsgeschäft | Option trading | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | USA | United States | 1980-1989 |
| 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/10001196347