Implied volatility and investor beliefs in experimental asset markets
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DOI: 10.1016/j.finmar.2019.02.001
Abstract: Investor expectations move markets so the ability to measure beliefs is critical for market participants. Though the volatility implied by traded option prices is a popular gauge of beliefs, our understanding of its usefulness is… read more here.
Keywords: volatility investor; implied volatility; investor beliefs; volatility ... See more keywords