Common Stock Volatility Expectations Implied by Option Premia
Richard Schmalensee and
Robert R Trippi
Journal of Finance, 1978, vol. 33, issue 1, pages 129-47
References: Add references at CitEc
Citations View citations in EconPapers (33) Track citations by RSS feed
Downloads: (external link)
http://links.jstor.org/sici?sici=0022-1082%2819780 ... O%3B2-8&origin=repec full text (application/pdf)
Access to full text is restricted to JSTOR subscribers. See http://www.jstor.org for details.
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: http://EconPapers.repec.org/RePEc:bla:jfinan:v:33:y:1978:i:1:p:129-47
Ordering information: This journal article can be ordered from
Access Statistics for this article
Journal of Finance is currently edited by March
More articles in Journal of Finance from American Finance Association Contact information at EDIRC.
Series data maintained by Wiley-Blackwell Digital Licensing ().