The Information Content of Implied Volatilities and Model-Free Volatility Expectations : Evidence from Options Written on Individual Stocks
Year of publication: |
[2008]
|
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Authors: | Taylor, Stephen J. |
Other Persons: | Zhang, Yuanyuan (contributor) ; Yadav, Pradeep K. (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (56 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2006 erstellt |
Other identifiers: | 10.2139/ssrn.890522 [DOI] |
Classification: | C22 - Time-Series Models ; C25 - Discrete Regression and Qualitative Choice Models ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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