Stock market volatility and the information content of stock index options

Authors
Theodore E. Day Craig M. Lewis
Citation
Theodore E. Day et Craig M. Lewis, Stock market volatility and the information content of stock index options, Journal of econometrics, 52(1-2), 1992, pp. 267
Journal title
Journal of econometrics → ACNP
ISSN journal
03044076
Volume
52
Issue
1-2
Year of publication
1992
Database
ICR
SICI code
0304-4076(1992)52:1-2<267:SMVATI>2.0.ZU;2-D