Faculty & Research
Publications
Publications
  • 1995
  • Chapter
  • The Global Financial System: A Functional Perspective

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

By: Zvi Bodie and Robert C. Merton
  • Format:Print
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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.

About The Author

Robert C. Merton

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