Working Paper | HBS Working Paper Series | 1995

The Informational Role of Asset Prices: The Case of Implied Volatility

by Zvi Bodie and Robert C. Merton

Citation:

Bodie, Zvi, and Robert C. Merton. "The Informational Role of Asset Prices: The Case of Implied Volatility." Harvard Business School Working Paper, No. 95-063, January 1995.