The threshold effect in expected volatility: A model based on asymmetric information

Review of Financial Studies

Volumn 10, Issue 3, 1997, Pages 837-869

  Longin, François M ^a  

^a ESSEC BUSINESS SCHOOL   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039646595     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/10.3.837     Document Type: Article

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