Stock return dynamics, option volume, and the information content of implied volatility

Journal of Futures Markets

Volumn 23, Issue 7, 2003, Pages 615-646

  Mayhew, Stewart ^a,b   Stivers, Chris ^a  

^a UNIVERSITY OF GEORGIA   (United States)

^b United States Securities and Exchange Commission   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0038793952     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.10084     Document Type: Article

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