The incremental information content of innovations in implied idiosyncratic volatility
Cliff R. Moll, Stephen P. Huffman
| Year of publication: |
September 2016
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|---|---|
| Authors: | Moll, Cliff R. ; Huffman, Stephen P. |
| Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 30.2016, p. 33-44
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| Subject: | Risk-return | Asset pricing | Derivatives | Options | Volatilität | Volatility | Derivat | Derivative | Kapitaleinkommen | Capital income | Optionspreistheorie | Option pricing theory | CAPM | Optionsgeschäft | Option trading | Risiko | Risk | Portfolio-Management | Portfolio selection | Informationswert | Information value |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.rfe.2016.04.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011579946