The impact of firm specific news on implied volatilities
Year of publication: |
1996
|
---|---|
Authors: | Donders, M.W.M. ; Vorst, T.C.F. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 20.1996, 9, p. 1447-1462
|
Saved in:
Saved in favorites
Similar items by person
-
Options and earnings announcements: an empirical study for the European Options Exchange
Donders, M.W.M., (1996)
-
Intraday Lead-Lag Relationships between the Futures-, Options and Stock Market
de Jong, Frank C. J. M., (1996)
-
Mixtures of tails in clustered automobile collision claims
Kalb, G.R.J., (1996)
- More ...