articleJournal of Financial EconomicsSep 20, 2016Closed access

News implied volatility and disaster concerns

AMAsaf ManelaAMAlan Moreira

Washington University in St. Louis · Yale University

Indexed incrossref

Abstract

No abstract available for this paper.

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705
total citations
FWCI
162.12
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100%
References
91
Citations per year

Authors

2

Topics & keywords

Topics
Keywords
  • Volatility (finance)
  • Economics
  • Stock (firearms)
  • Financial economics
  • Stock market
  • Capital asset pricing model
  • Stock market volatility
  • Implied volatility
UN Sustainable Development Goals
  • Climate action
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