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The distribution of stock returns implied in their options at the turn-of-the-year : a test of seasonal volatility
Jones, Steven L. - In: The journal of business : B 70 (1997) 2, pp. 281-311
Persistent link: https://www.econbiz.de/10001220012
Cover Image
The Distribution of Stock Returns Implied in Their Options at the Turnof-the-Year: A Test of Seasonal Volatility
Jones, Steven L.; Singh, Manoj K. - In: The journal of business : B 70 (1997) 2, pp. 281-312
Persistent link: https://www.econbiz.de/10007372651