Essays on macroeconomic news announcements and option-implied information

Essays on macroeconomic news announcements an ...
Janne Äijö, Janne Äijö
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Last edited by MARC Bot
May 28, 2023 | History

Essays on macroeconomic news announcements and option-implied information

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Publish Date
Language
English
Pages
152

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Book Details


Table of Contents

Turn-of-the-month and intramonth effects : explanation from the important macroeconomic news announcements . J. Nikkinen, P. Sahlström & J. Äijö
Impact of US and UK macroeconomic news announcements on the return distribution implied by FTSE-100 index options / J. Äijö
Option-implied stock market expectations across the week : new evidence from the FTSE-100 index options / J. Äijö
Implied volatility term structure linkages between VDAX, VSMI and VSTOXX volatility indices / J. Äijö.

Edition Notes

Includes bibliographical references.

Published in
Vasa
Series
Acta Wasaensia -- no. 175, Acta Wasaensia -- no. 173 -- Business Administration -- 74 -- Accounting and finance, Acta Wasaensia -- no 175, Acta Wasaensia -- no. 74, Acta Wasaensia

The Physical Object

Pagination
152 p.
Number of pages
152

ID Numbers

Open Library
OL48028254M
ISBN 10
9524761858
ISBN 13
9789524761857
OCLC/WorldCat
191064083

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May 28, 2023 Created by MARC Bot import new book