The Creation and Resolution of Market Uncertainty: The Impact of Information Releases on Implied Volatility
- 期刊名称The Journal of Financial and Quantitative Analysis
- 作者Louis H. Ederington and Jae Ha Lee
- 卷第31卷
- 期第4期
- 印刷ISSN0022-1090
- 电子ISSN1756-6916
- 文件大小766.51KB
- 发表时间1996-12
- DOI10.2307/2331358
- 页码513-539
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