The impact of firm specific news on implied volatilities

ACF (Ton) Vorst, MWM (Monique) Donders

Research output: Contribution to journal › Article › Academic › peer-review

58 Citations (Scopus)

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Original language	Undefined/Unknown
Pages (from-to)	1447-1461
Number of pages	1
Journal	Journal of Banking and Finance
Volume	20
DOIs	https://doi.org/10.1016/S0378-4266(96)00011-8
Publication status	Published - 1996

Research programs

@article{3452eb961daf4d47a35ffdd954fd8419,

title = "The impact of firm specific news on implied volatilities",

author = "Vorst, {ACF (Ton)} and Donders, {MWM (Monique)}",

year = "1996",

doi = "10.1016/S0378-4266(96)00011-8",

language = "Undefined/Unknown",

volume = "20",

pages = "1447--1461",

journal = "Journal of Banking and Finance",

issn = "0378-4266",

publisher = "Elsevier",

}