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Volatility smiles and the information content of news

Fornari, Fabio and Mele, Antonio (2001) Volatility smiles and the information content of news. Applied Financial Economics, 11 (2). pp. 179-186. ISSN 0960-3107

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Identification Number: 10.1080/096031001750071578
Item Type: Article
Official URL: http://www.tandf.co.uk/journals/titles/09603107.as...
Additional Information: © 2001 Taylor & Francis
Subjects: H Social Sciences > HG Finance
Sets: Research centres and groups > Financial Markets Group (FMG)
Collections > Economists Online
Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD)
Date Deposited: 18 Jul 2008 10:13
Last Modified: 01 Oct 2010 09:12
URI: http://eprints.lse.ac.uk/id/eprint/19593

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