Chapter | The Global Financial System: A Functional Perspective | 1995

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

by Zvi Bodie and Robert C. Merton

Keywords: Asset Pricing; Price; Volatility; Information;

Citation:

Bodie, Zvi, and Robert C. Merton. "The Informational Role of Asset Prices: The Case of Implied Volatility." Chap. 6 in The Global Financial System: A Functional Perspective, by D. B. Crane, K. A. Froot, Scott P. Mason, André Perold, R. C. Merton, Z. Bodie, E. R. Sirri, and P. Tufano, 197–224. Boston: Harvard Business School Press, 1995.