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
|