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The Creation and Resolution of Market Uncertainty: The Impact of Information Releases on Implied Volatility

Year: 1996

Type: article

Abstract: Louis H. Ederington, Jae Ha Lee, The Creation and Resolution of Market Uncertainty: The Impact of Information Releases on Implied Volatility, The Journal of Financial and Quantitative Analysis, Vol. 31, No. 4 (Dec., 1996), pp. 513-539

Source: Journal of Financial and Quantitative Analysis

DOI: 10.2307/2331358

Authors: Louis H. Ederington, Jae Ha Lee

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2160747540

FWCI: 3.996

Cites: 32

Cited by: 270

Related to: 10