How the 52-week High and Low Affect Option-implied ...
when approaching 52-week highs or lows. The implied stock volatility decreases by about 1 volatility point when approaching the 52-week high (the average implied volatility for stocks in our sample is 43 volatility points), and about 0.4 volatility point when approaching the 52-week low. We –nd similar e⁄ects in the underlying stock returns: approaching the 52-week high or low has a strong ... ................
................
To fulfill the demand for quickly locating and searching documents.
It is intelligent file search solution for home and business.
Related searches
- high and low culture examples
- high and low culture context
- high and low culture definition
- explain high and low tides
- high and low pressure map
- high and low context cultures definition
- high and low pressure weather
- high and low context of global south
- hall s high and low context
- high and low context communication
- 52 week highs and lows
- high and low tides worksheet