Showing 1 - 9 of 9
Persistent link: https://www.econbiz.de/10001299018
Persistent link: https://www.econbiz.de/10011647007
Persistent link: https://www.econbiz.de/10011647011
Persistent link: https://www.econbiz.de/10012028539
Persistent link: https://www.econbiz.de/10011303507
Persistent link: https://www.econbiz.de/10012111472
Persistent link: https://www.econbiz.de/10003561343
We introduce Implied Volatility Duration (IVD) as a new measure for the timing of uncertainty resolution, with a high IVD corresponding to late resolution. Portfolio sorts on a large cross-section of stocks indicate that investors demand on average more than five percent return per year as a...
Persistent link: https://www.econbiz.de/10012665341
Persistent link: https://www.econbiz.de/10012249226