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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

→More Publications

More from the Authors

    • 2021
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    No-fault Default, Chapter 11 Bankruptcy, and Financial Institutions

    By: Robert C. Merton and Richard T. Thakor
    • 2015
    • Faculty Research

    Customers and Investors: A Framework for Understanding Financial Institutions

    By: Robert C. Merton and Robert T. Thakor
    • July–August 2014
    • Harvard Business Review

    The Crisis in Retirement Planning

    By: Robert C. Merton
More from the Authors
  • No-fault Default, Chapter 11 Bankruptcy, and Financial Institutions By: Robert C. Merton and Richard T. Thakor
  • Customers and Investors: A Framework for Understanding Financial Institutions By: Robert C. Merton and Robert T. Thakor
  • The Crisis in Retirement Planning By: Robert C. Merton
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