Home > Research > Publications & Outputs > Volatility Risk Priced in the Securities Market...
View graph of relations

Volatility Risk Priced in the Securities Market? Evidence from S&P 500 Index Options

Research output: Contribution to journalJournal article

Published
  • Y E Arisoy
  • A Salih
  • L Akdeniz
Close
<mark>Journal publication date</mark>2007
<mark>Journal</mark>Journal of Futures Markets
Volume27
Number of pages26
Pages (from-to)617-642
Publication statusPublished
Original languageEnglish