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Volatility Risk Priced in the Securities Market? Evidence from S&P 500 Index Options

Arisoy, Y E and Salih, A and Akdeniz, L (2007) Volatility Risk Priced in the Securities Market? Evidence from S&P 500 Index Options. Journal of Futures Markets, 27. pp. 617-642. ISSN 0270-7314

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Item Type: Article
Journal or Publication Title: Journal of Futures Markets
Subjects:
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 45673
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 19:36
Refereed?: Yes
Published?: Published
Last Modified: 20 Oct 2017 00:03
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/45673

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