Owen Graduate School of Management, Vanderbilt University and Fuqua School of Business, Duke University. We gratefully acknowledge the comments/assistance of Cliff Ball, Alon Brav, Mike Lemmon, Joseph Levin, Joshua Rosenberg, Eileen Smith, Tom Smith and seminar participants at Vanderbilt University, Nashville, TN, and the 2003 American Finance Association meetings, Washington, D.C. We are especially grateful to an anonymous referee for providing many useful and insightful comments and suggestions.
Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?
Version of Record online: 25 MAR 2004
© 2004 the American Finance Association
The Journal of Finance
Volume 59, Issue 2, pages 711–753, April 2004
How to Cite
Bollen, N. P. B. and Whaley, R. E. (2004), Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?. The Journal of Finance, 59: 711–753. doi: 10.1111/j.1540-6261.2004.00647.x
- Issue online: 25 MAR 2004
- Version of Record online: 25 MAR 2004
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!