The Creation and Resolution of Market Uncertainty: The Impact of Information Releases on Implied Volatility
| Year of publication: |
1996
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|---|---|
| Authors: | Ederington, Louis H. ; Lee, Jae Ha |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 31.1996, 4, p. 513-540
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