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:
Journal Article
Journal or Publication Title:
Journal of Futures Markets
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
ID Code:
45673
Deposited By:
Deposited On:
11 Jul 2011 18:36
Refereed?:
Yes
Published?:
Published
Last Modified:
11 Jun 2020 01:49