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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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Item Type: Article
Official URL: http://www.tandf.co.uk/journals/titles/09603107.as...
Additional Information: © 2001 Taylor & Francis
Divisions: Financial Markets Group
STICERD
Subjects: H Social Sciences > HG Finance
Date Deposited: 18 Jul 2008 10:13
Last Modified: 08 May 2024 17:34
URI: http://eprints.lse.ac.uk/id/eprint/19593

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