Implied Volatility Sentiment: A Tale of Two Tails

P.A. Stork, L.F. Fortes Felix, R.G.W. Kraeussl

Research output: Working paper / Preprint › Working paper › Academic

Name	Tinbergen Institute Discussion Paper
No.	17-002/IV

Access to Document

@techreport{b6e47b61719c49bcada1c20f231ec8e2,

title = "Implied Volatility Sentiment: A Tale of Two Tails",

author = "P.A. Stork and \{Fortes Felix\}, L.F. and R.G.W. Kraeussl",

year = "2017",

language = "English",

series = "Tinbergen Institute Discussion Paper",

publisher = "Tinbergen Institute",

number = "17-002/IV",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}