Volatility smiles and the information content of news

Fornari, Fabio; and Mele, Antonio (2001) Volatility smiles and the information content of news. Applied Financial Economics, 11 (2). pp. 179-186. ISSN 0960-3107
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Item Type Article
Departments Financial Markets Group
STICERD
DOI 10.1080/096031001750071578
Date Deposited 18 Jul 2008 10:13
URI https://researchonline.lse.ac.uk/id/eprint/19593

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