Stock return dynamics, option volume, and the information content of implied volatility
| Year of publication: |
2003
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|---|---|
| Authors: | Mayhew, Stewart ; Stivers, Chris |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 23.2003, 7, p. 615-646
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