The impact of firm specific news on implied volatilities
| Year of publication: |
1996
|
|---|---|
| Authors: | Donders, Monique W. M. ; Vorst, Ton C. F. |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 20.1996, 9, p. 1447-1461
|
| Publisher: |
Elsevier |