Stock splits, volatility increases, and implied volatilities
Aamir M. Sheikh
| Year of publication: |
1989
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|---|---|
| Authors: | Sheikh, Aamir M. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 44.1989, 5, p. 1361-1372
|
| Subject: | Derivat | Derivative | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Black-Scholes-Modell | Black-Scholes model | USA | United States | 1976-1983 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001080354