Essays on macroeconomic news announcements and option-implied information
By: Janne Äijö
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
Publisher: Universitas Wasaensis
Published: 2007
Place of publication: Vasa
Language: eng
Number of pages: 152
ISBN-13: 9789524761857
Subjects: Options (Finance); Mathematical models; Securities; Prices; Stock price forecasting; Commercial Journalism; Economic aspects
Notes: Includes bibliographical references.
Table of contents: title: Turn-of-the-month and intramonth effects : explanation from the important macroeconomic news announcements . J. Nikkinen, P. Sahlström & J. Äijö; title: Impact of US and UK macroeconomic news announcements on the return distribution implied by FTSE-100 index options / J. Äijö; title: Option-implied stock market expectations across the week : new evidence from the FTSE-100 index options / J. Äijö; title: Implied volatility term structure linkages between VDAX, VSMI and VSTOXX volatility indices / J. Äijö.