Implied volatility in the individual stocks call options market: evidence from Malaysia

Implied volatility in the individual stocks call options market: evidence from Malaysia

Among options traders, implied volatility is regarded as one of the most important variables for determining profitability in options trading. Implied volatility implies the future underlying stock volatility, and whilst it cannot predict market direction, it can forecast the stock’s potential fo...

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Bibliographic Details
Main Authors: Mohamad, Azhar, Sakti, Muhammad Rizky Prima
Format: Article
Language:English
English
Published: Inderscience Enterprises Ltd. 2018
Subjects:
HG Finance
HG3368 Islamic Banking and Finance
Online Access:http://irep.iium.edu.my/70286/1/70286_Implied%20volatility%20in%20the%20individual%20stocks_article%20complete.pdf
http://irep.iium.edu.my/70286/2/70286_Implied%20volatility%20in%20the%20individual%20stocks_scopus.pdf
http://irep.iium.edu.my/70286/
http://www.inderscience.com/offer.php?id=95246
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Institution: Universiti Islam Antarabangsa Malaysia
Language: English
English

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http://irep.iium.edu.my/70286/1/70286_Implied%20volatility%20in%20the%20individual%20stocks_article%20complete.pdf
http://irep.iium.edu.my/70286/2/70286_Implied%20volatility%20in%20the%20individual%20stocks_scopus.pdf
http://irep.iium.edu.my/70286/
http://www.inderscience.com/offer.php?id=95246

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