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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| Main Authors: | , |
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| Format: | Article |
| Language: | English English |
| Published: |
Inderscience Enterprises Ltd.
2018
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| Subjects: | |
| 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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