Modelling S&P 100 volatility: the information content of stock returns

Accounting and Finance

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

Standard

Modelling S&P 100 volatility: the information content of stock returns. / Blair, B J; Poon, S; Taylor, S J.
In: Journal of Banking and Finance, Vol. 25, No. 9, 2001, p. 1665-1679.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Blair, BJ, Poon, S & Taylor, SJ 2001, 'Modelling S&P 100 volatility: the information content of stock returns', Journal of Banking and Finance, vol. 25, no. 9, pp. 1665-1679.

APA

Blair, B. J., Poon, S., & Taylor, S. J. (2001). Modelling S&P 100 volatility: the information content of stock returns. Journal of Banking and Finance, 25(9), 1665-1679.

Vancouver

Blair BJ, Poon S, Taylor SJ. Modelling S&P 100 volatility: the information content of stock returns. Journal of Banking and Finance. 2001;25(9):1665-1679.

Author

Blair, B J ; Poon, S ; Taylor, S J. / Modelling S&P 100 volatility: the information content of stock returns. In: Journal of Banking and Finance. 2001 ; Vol. 25, No. 9. pp. 1665-1679.

Bibtex

@article{c3299a5cba52432e9b72a4351868f389,

title = "Modelling S&P 100 volatility: the information content of stock returns",

author = "Blair, {B J} and S Poon and Taylor, {S J}",

year = "2001",

language = "English",

volume = "25",

pages = "1665--1679",

journal = "Journal of Banking and Finance",

issn = "0378-4266",

publisher = "Elsevier",

number = "9",

}

RIS

TY - JOUR

T1 - Modelling S&P 100 volatility: the information content of stock returns

AU - Blair, B J

AU - Poon, S

AU - Taylor, S J

PY - 2001

Y1 - 2001

M3 - Journal article

VL - 25

SP - 1665

EP - 1679

JO - Journal of Banking and Finance

JF - Journal of Banking and Finance

SN - 0378-4266

IS - 9

ER -

Research