✦ LIBER ✦

Volatility Implied by Option Prices: The Case of Takeover Bids

✍ Scribed by Daniella Acker; Cliff Attfield

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Determinants of Implied Volatility:

✍ L. Copeland; S. H. Poon; R. C. Stapleton 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 145 KB

The quality of market volatility forecas

✍ Jeff Fleming 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 235 KB

A GARCH model of the implied volatility

✍ Michael Sabbatini; Oliver Linton 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 166 KB

Trading volume, heterogeneity of expecta

✍ Robert R. Trippi; Richard B. Harriff 📂 Article 📅 1993 🏛 Springer US 🌐 English ⚖ 739 KB

Moneyness and the response of the implie

✍ Kam C Chan; Louis T.W Cheng; Peter P Lung 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 284 KB

The Effect of Option Listing on Bid-Ask

✍ PEIHWANG Wei; PERCY Poon; SUSAN Zee 📂 Article 📅 1997 🏛 Springer US 🌐 English ⚖ 111 KB