Volatility smiles and the information content of news

Fornari, F. & Mele, A. (2001). Volatility smiles and the information content of news. Applied Financial Economics, 11(2), 179-186. https://doi.org/10.1080/096031001750071578
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Item Type Article
Copyright holders © 2001 Taylor & Francis
Departments LSE > Research Centres > Financial Markets Group
LSE > Research Centres > STICERD
DOI 10.1080/096031001750071578
Date Deposited 18 Jul 2008
URI https://researchonline.lse.ac.uk/id/eprint/19593

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