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Money Supply and the Informational Efficiency of the Stock Market in Korea: Evidence from an Alternative Methodology

✍ Scribed by Abdulnasser Hatemi-J

Book ID
125715466
Publisher
Center for Economic Integration
Year
2002
Tongue
English
Weight
598 KB
Volume
17
Category
Article
ISSN
1225-651X

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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