Volatility Disagreement
The study uses a model to demonstrate how differing investor opinions on future market volatility can influence the trading of volatility derivatives and impact the stock market, particularly during periods of market instability.
Featured in No. 46 on 24 Apr 2024 ·
- Released
- 29 Nov 2023
- First featured
- No. 46 · 24 Apr 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4802261
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).