Work

The Fear and Exuberance from Implied Volatility of S&P 100 Index Options

Year: 2004

Type: article

Source: The Journal of Business

DOI: 10.1086/386529

Author: Cheekiat Low

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3121897461

FWCI: 1.737

Cites: 29

Cited by: 151

Related to: 10