Journal of Financial and Quantitative Analysis Vol. 31 No. 4 1996
The Creation and Resolution of Market Uncertainty: The Impact of Information Releases on Implied Volatility
Abstract
Louis H. Ederington, Jae Ha Lee, The Creation and Resolution of Market Uncertainty: The Impact of Information Releases on Implied Volatility, The Journal of Financial and Quantitative Analysis, Vol. 31, No. 4 (Dec., 1996), pp. 513-539
- DOI
- 10.2307/2331358
- Volume
- 31
- Issue
- 4
- Pages
- 513
- Sources
- openalex crossref