The creation and resolution of market uncertainty : the impact of information releases on implied volatility
Louis H. Ederington and Jae Ha Lee
| Year of publication: |
1996
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|---|---|
| Authors: | Ederington, Louis H. |
| Other Persons: | Lee, Jae-ha (contributor) |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 31.1996, 4, p. 513-539
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| Subject: | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Risiko | Risk | Optionsgeschäft | Option trading | USA | United States | 1988-1992 |
| 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/10001219191