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implied volatility skew
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Stork, Philip
Ryu, Doojin
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1
Implied
Volatility
Sentiment: A Tale of Two Tails
Stork, Philip
;
Félix, Luiz
;
Kräussl, Roman
-
2017
. We _nd that our
implied
volatility
(IV) sentiment measure, jointly derived from index and single stock options, explains …
Persistent link: https://www.econbiz.de/10011586727
Saved in:
2
Implied
volatility
sentiment: A tale of two tails
Felix, Luiz
;
Kräussl, Roman
;
Stork, Philip
-
2017
-neutral density. An
implied
volatility
(IV) sentiment measure that is jointly derived from index and single stock options explains …
Persistent link: https://www.econbiz.de/10011589249
Saved in:
3
Implied
volatility
sentiment : a tale of two tails
Stork, Philip
;
Félix, Luiz
;
Kräussl, Roman
-
2017
. We find that our
implied
volatility
(IV) sentiment measure, jointly derived from index and single stock options, explains …
Persistent link: https://www.econbiz.de/10011583312
Saved in:
4
Implied
volatility
sentiment : a tale of two tails
Felix, Luiz
;
Kräussl, Roman
;
Stork, Philip
-
2017
-neutral density. An
implied
volatility
(IV) sentiment measure that is jointly derived from index and single stock options explains …
Persistent link: https://www.econbiz.de/10011587564
Saved in:
5
Implied
volatility
sentiment : a tale of two tails
Felix, Luiz
;
Kräussl, Roman
;
Stork, Philip
-
2017
Persistent link: https://www.econbiz.de/10011737840
Saved in:
6
Implied
volatility
sentiment : a tale of two tails
Félix, Luiz
;
Kräussl, Roman
;
Stork, Philip
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 823-849
Persistent link: https://www.econbiz.de/10012262625
Saved in:
7
The 2011 European short sale ban on financial stocks: A cure or a curse?
Félix, Luiz
;
Kräussl, Roman
;
Stork, Philip
-
2013
question, we use stock options'
implied
volatility
skews to proxy for investors' risk aversion. We find that on ban …
Persistent link: https://www.econbiz.de/10010326676
Saved in:
8
The 2011 European short sale ban on financial stocks: A cure or a curse?
Félix, Luiz
;
Kräussl, Roman
;
Stork, Philip
-
Center for Financial Studies
-
2013
question, we use stock options'
implied
volatility
skews to proxy for investors' risk aversion. We find that on ban …
Persistent link: https://www.econbiz.de/10010986416
Saved in:
9
The 2011 European short sale ban on financial stocks : a cure or a curse?
Félix, Luiz
;
Kräussl, Roman
;
Stork, Philip
-
2013
question, we use stock options'
implied
volatility
skews to proxy for investors' risk aversion. We find that on ban …
Persistent link: https://www.econbiz.de/10010201284
Saved in:
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