The impact of firm specific news on implied volatilities
Monique Donders and Ton Vorst
| Year of publication: |
1996
|
|---|---|
| Authors: | Donders, Monique ; Vorst, Ton |
| Publisher: |
Rotterdam |
| Subject: | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Unternehmenserfolg | Firm performance | Optionspreistheorie | Option pricing theory | Schätzung | Estimation |
| Extent: | S. 1447 - 1461 : graph. Darst |
|---|---|
| Series: | Report / Erasmus Center for Financial Research, Erasmus University. - Rotterdam, ZDB-ID 2183849-5. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Aus: Journal of banking & finance ; 20 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000966915