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Search: subject:"Implied volatility smirk (IVS)"
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Implied volatility smirk and future stock returns : evidence from the German market
Mo, Di
;
Todorova, Neda
;
Gupta, Rakesh
- In:
Managerial finance
41
(
2015
)
12
,
pp. 1357-1379
Persistent link: https://www.econbiz.de/10011504242
Saved in:
2
Implied volatility smirk and future stock returns: evidence from the German market
Mo, Di
;
Todorova, Neda
;
Gupta, Rakesh
- In:
Managerial Finance
41
(
2015
)
12
,
pp. 1357-1379
Purpose – The purpose of this paper is to investigate the relationship between option’s
implied
volatility
smirk
(
IVS
…
Persistent link: https://www.econbiz.de/10014941341
Saved in:
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