The creation and resolution of market uncertainty: The impact of information releases on implied volatility

Journal of Financial and Quantitative Analysis

Volumn 31, Issue 4, 1996, Pages 513-539

  Ederington, Louis H ^a   Lee, Jae Ha ^a  

^a UNIVERSITY OF OKLAHOMA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039334140     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.2307/2331358     Document Type: Article

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