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~person:"Stork, Philip"
~subject:"Volatilität"
~type_genre:"Collection of articles of several authors"
~type_genre:"Non-commercial literature"
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Implied
volatility
sentiment : a tale of two tails
Stork, Philip
;
Félix, Luiz
;
Kräussl, Roman
-
2017
. We find that our
implied
volatility
(IV) sentiment measure, jointly derived from index and single stock options, explains …
Persistent link: https://www.econbiz.de/10011583312
Saved in:
2
Implied
volatility
sentiment : a tale of two tails
Felix, Luiz
;
Kräussl, Roman
;
Stork, Philip
-
2017
-neutral density. An
implied
volatility
(IV) sentiment measure that is jointly derived from index and single stock options explains …
Persistent link: https://www.econbiz.de/10011587564
Saved in:
3
The 2011 European short sale ban on financial stocks : a cure or a curse?
Félix, Luiz
;
Kräussl, Roman
;
Stork, Philip
-
2013
question, we use stock options'
implied
volatility
skews to proxy for investors' risk aversion. We find that on ban …
Persistent link: https://www.econbiz.de/10010201284
Saved in:
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