Macroeconomic information and implied volatility: evidence from Australian index options
Year of publication: |
2014
|
---|---|
Authors: | Tanha, Hassan ; Dempsey, Michael ; Hallahan, Terrence |
Published in: |
Review of Behavioral Finance. - Emerald Group Publishing. - Vol. 6.2014, September, 1, p. 46-62
|
Publisher: |
Emerald Group Publishing |
Subject: | Behavioural finance | Options | Implied volatility | Macroeconomic information |
-
Belief heterogeneity in the option markets and the cross-section of stock returns
Borochin, Paul, (2019)
-
An option theoretic approach to market efficiency
Bhattacharya, Rajeev R., (2019)
-
Cuaresma, Jesús Crespo, (2010)
- More ...
-
Derivatives usage in emerging markets following the GFC : evidence from the GCC countries
Tanha, Hassan, (2017)
-
Derivatives usage by Australian industrial firms : pre-, during and post-GFC
Tanha, Hassan, (2018)
-
The information content of ASX SPI 200 implied volatility
Tanha, Hassan, (2016)
- More ...