The Impact of Firm Specific News on Implied Volatilities

Research output: Contribution to Journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	1447-1461
Journal	Journal of Banking and Finance
Volume	20
Issue number	9
DOIs	https://doi.org/10.1016/S0378-4266(96)00011-8
Publication status	Published - 1996

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@article{0f83b3f35b0b481994ea60e9170356e8,

title = "The Impact of Firm Specific News on Implied Volatilities",

author = "M.W.M. Donders and A.C.F. Vorst",

year = "1996",

doi = "10.1016/S0378-4266(96)00011-8",

language = "English",

volume = "20",

pages = "1447--1461",

journal = "Journal of Banking and Finance",

issn = "0378-4266",

publisher = "Elsevier B.V.",

number = "9",

}