The impact of firm specific news on implied volatilities

Journal of Banking and Finance

Volumn 20, Issue 9, 1996, Pages 1447-1461

  Donders, Monique W M ^a   Vorst, Ton C F ^b  

^a Inst for Res/Investm Services   (Netherlands)

^b ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

Event study; Implied volatility

Indexed keywords

EID: 0030295271     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(96)00011-8     Document Type: Article

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