The effect of circuit breakers on expected volatility : tests using implied volatilities
Lucy F. Ackert, Jonathan Hao, and William C. Hunter
| Year of publication: |
1997
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|---|---|
| Authors: | Ackert, Lucy F. |
| Other Persons: | Hao, Jonathan (contributor) ; Hunter, William Curt (contributor) |
| Published in: |
Atlantic economic journal : AEJ. - Dordrecht [u.a.] : Springer, ISSN 0197-4254, ZDB-ID 188752-X. - Vol. 25.1997, 2, p. 117-127
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| Subject: | Kapitalmarktrecht | Financial markets law | Market Circuit Breakers | Market circuit breakers | Börsenkurs | Share price | Volatilität | Volatility | USA | United States |
| 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/10001224309