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Evidence of Information Asymmetries in the Market for Residential Condominiums

✍ Scribed by Ronald C. Rutherford; Thomas M. Springer; Abdullah Yavas

Publisher
Springer US
Year
2007
Tongue
English
Weight
214 KB
Volume
35
Category
Article
ISSN
0895-5638

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πŸ“œ SIMILAR VOLUMES

The information content in implied idios
The information content in implied idiosyncratic volatility and the cross-section of stock returns: Evidence from the option markets
✍ Dean Diavatopoulos; James S. Doran; David R. Peterson πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 266 KB πŸ‘ 2 views

## Abstract Current literature is inconclusive as to whether idiosyncratic risk influences future stock returns and the direction of the impact. Earlier studies are based on historical realized volatility. Implied volatilities from option prices represent the market's assessment of future risk and