The impact of firm specific news on implied volatilities
Monique W. M. Donders ; Ton C. F. Vorst
| Year of publication: |
1996
|
|---|---|
| Authors: | Donders, Monique |
| Other Persons: | Vorst, Ton (contributor) |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 20.1996, 9, p. 1447-1461
|
| Subject: | Optionsgeschäft | Option trading | Volatilität | Volatility | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| 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/10001207831