The fear and exuberance from implied volatility of S&P 100 index options

Journal of Business

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Bibliographic Details
Main Author: Low, C.
Other Authors: FINANCE & ACCOUNTING
Format: Article
Published: 2014
Online Access:http://scholarbank.nus.edu.sg/handle/10635/115321
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-1153212023-09-04T22:49:30Z The fear and exuberance from implied volatility of S&P 100 index options Low, C. FINANCE & ACCOUNTING Journal of Business 77 3 527-546 2014-12-12T07:14:05Z 2014-12-12T07:14:05Z 2004-07 Article Low, C. (2004-07). The fear and exuberance from implied volatility of S&P 100 index options. Journal of Business 77 (3) : 527-546. ScholarBank@NUS Repository. 00219398 http://scholarbank.nus.edu.sg/handle/10635/115321 000223076300005 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
description Journal of Business
author2 FINANCE & ACCOUNTING
author_facet FINANCE & ACCOUNTING
Low, C.
format Article
author Low, C.
spellingShingle Low, C.
The fear and exuberance from implied volatility of S&P 100 index options
author_sort Low, C.
title The fear and exuberance from implied volatility of S&P 100 index options
title_short The fear and exuberance from implied volatility of S&P 100 index options
title_full The fear and exuberance from implied volatility of S&P 100 index options
title_fullStr The fear and exuberance from implied volatility of S&P 100 index options
title_full_unstemmed The fear and exuberance from implied volatility of S&P 100 index options
title_sort fear and exuberance from implied volatility of s&p 100 index options
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/115321
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