Is volatility risk priced in the securities market? Evidence from S&P 500 index options
Article first published online: 31 MAY 2007
© 2007 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 27, Issue 7, pages 617–642, July 2007
How to Cite
Arisoy, Y. E., Salih, A. and Akdeniz, L. (2007), Is volatility risk priced in the securities market? Evidence from S&P 500 index options. J. Fut. Mark., 27: 617–642. doi: 10.1002/fut.20242
- Issue published online: 31 MAY 2007
- Article first published online: 31 MAY 2007
- Manuscript Accepted: MAY 2006
- Manuscript Received: JUL 2005
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