Directory Home
Researchers
Departments
Publications
Projects
Activities
Datasets
Home
>
Research
>
Publications & Outputs
>
Volatility Risk Priced in the Securities Market...
Research
Research at Lancaster
Researchers
Departments & Centres
Publications & Outputs
Projects
Activities
Datasets
Accounting and Finance
View graph of relations
Volatility Risk Priced in the Securities Market? Evidence from S&P 500 Index Options
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review
Published
Overview
Cite this
Y E Arisoy
A Salih
L Akdeniz
Close
More...
<mark>Journal publication date</mark>
2007
<mark>Journal</mark>
Journal of Futures Markets
Volume
27
Number of pages
26
Pages (from-to)
617-642
Publication Status
Published
<mark>Original language</mark>
English