NEWS IMPPLIED VOLATILITY INDEXES
The impact of new information on stock market prices has gained a lot of attention from academics and policy makers alongside the development of the modern portfolio theories. Therefore, in the recent years we noticed an ever-growing number of studies that try building news implied volatility indexe...
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| Format: | Article |
| Language: | English |
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Technopress
2019-12-01
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| Series: | Journal of Public Administration, Finance and Law |
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| Online Access: | http://www.jopafl.com/uploads/issue16/NEWS_IMPPLIED_VOLATILITY_INDEXES.pdf |