The impacts of public news announcements on intraday implied volatility dynamics
Year of publication: |
2019
|
---|---|
Authors: | Lee, Jieun ; Ryu, Doojin |
Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 39.2019, 6 (11.02.), p. 656-685
|
Publisher: |
Wiley |
Saved in:
Online Resource
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