This study illustrates the impact of both spot and option liquidity levels on option prices. Using implied volatility to measure the option price structure, our empirical results reveal that even after controlling for the systematic risk of Duan and Wei ( 2009), a clear link remains between option p
Impact of Divergent Consumer Confidence on Option Prices
โ Scribed by James Huang
- Book ID
- 111606324
- Publisher
- Springer US
- Year
- 2003
- Tongue
- English
- Weight
- 129 KB
- Volume
- 6
- Category
- Article
- ISSN
- 1380-6645
No coin nor oath required. For personal study only.
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