The informational quality of implied volatility and the volatility risk premium
Year of publication: |
2010
|
---|---|
Authors: | Ferris, Stephen P. ; Kim, Woojin ; Park, Kwangwoo |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 17.2010, 4/6, p. 445-450
|
Subject: | Theorie | Theory | Volatilität | Volatility | Risikoprämie | Risk premium | Informationswert | Information value | Börsenkurs | Share price |
-
Stock price information content, idiosyncratic volatility and expected return
Liang, Meimei, (2015)
-
The macroeconomic announcement premium and information environment
Zhang, Chu, (2023)
-
Financial attention and the demand for information
Qadan, Mahmoud, (2019)
- More ...
-
The informational quality of implied volatility and the volatility risk premium
Ferris, Stephen, (2010)
-
How different is the long-run performance of mergers in the telecommunications industry?
Ferris, Stephen P., (2002)
-
Foreign ownership and firm value: evidence from Japan
Ferris, Stephen P., (2005)
- More ...