E-mail

E-mail a Wiley Online Library Link

Dean Diavatopoulos, James S. Doran and David R. Peterson The information content in implied idiosyncratic volatility and the cross-section of stock returns: Evidence from the option markets Journal of Futures Markets 28

Article first published online: 9 SEP 2008 | DOI: 10.1002/fut.20327

Complete the form below and we will send an e-mail message containing a link to the selected article on your behalf

Required = Required Field

Choose captcha format: Image or Audio. Click here if you need help.

SEARCH