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

Research output: Contribution to journalJournal article

Published

Standard

Volatility Risk Priced in the Securities Market? Evidence from S&P 500 Index Options. / Arisoy, Y E; Salih, A; Akdeniz, L.

In: Journal of Futures Markets, Vol. 27, 2007, p. 617-642.

Research output: Contribution to journalJournal article

Harvard

Arisoy, YE, Salih, A & Akdeniz, L 2007, 'Volatility Risk Priced in the Securities Market? Evidence from S&P 500 Index Options', Journal of Futures Markets, vol. 27, pp. 617-642.

APA

Arisoy, Y. E., Salih, A., & Akdeniz, L. (2007). Volatility Risk Priced in the Securities Market? Evidence from S&P 500 Index Options. Journal of Futures Markets, 27, 617-642.

Vancouver

Arisoy YE, Salih A, Akdeniz L. Volatility Risk Priced in the Securities Market? Evidence from S&P 500 Index Options. Journal of Futures Markets. 2007;27:617-642.

Author

Arisoy, Y E ; Salih, A ; Akdeniz, L. / Volatility Risk Priced in the Securities Market? Evidence from S&P 500 Index Options. In: Journal of Futures Markets. 2007 ; Vol. 27. pp. 617-642.

Bibtex

@article{917500f069264d10a4627c91bf0e735b,
title = "Volatility Risk Priced in the Securities Market? Evidence from S&P 500 Index Options",
author = "Arisoy, {Y E} and A Salih and L Akdeniz",
year = "2007",
language = "English",
volume = "27",
pages = "617--642",
journal = "Journal of Futures Markets",
issn = "0270-7314",
publisher = "Wiley-Liss Inc.",

}

RIS

TY - JOUR

T1 - Volatility Risk Priced in the Securities Market? Evidence from S&P 500 Index Options

AU - Arisoy, Y E

AU - Salih, A

AU - Akdeniz, L

PY - 2007

Y1 - 2007

M3 - Journal article

VL - 27

SP - 617

EP - 642

JO - Journal of Futures Markets

JF - Journal of Futures Markets

SN - 0270-7314

ER -