The Incremental Information Content of Innovations in Implied Idiosyncratic Volatility
Year of publication: |
2016
|
---|---|
Authors: | Moll, Cliff R. |
Other Persons: | Huffman, Stephen P. (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Innovation | Informationswert | Information value | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (44 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Review of Financial Economics, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 15, 2016 erstellt |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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