Please use this identifier to cite or link to this item: http://hdl.handle.net/2440/60054
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Type: Conference paper
Title: Implied volatility smiles, option mispricing and net buying pressure: Evidence around the global financial crisis
Author: Larkin, J.
Brooksby, A.
Lin, C.
Zurbrugg, R.
Citation: Proceedings of the Financial Crisis: Causes, Characteristics and Effects, 2009;. pp.1-29
Issue Date: 2009
ISBN: 9780729806770
ISSN: 0810-5391
1467-629X
Conference Name: Financial Crisis: Causes, Characteristics and Effects (2009 : Western Australia)
RMID: 0030001106
DOI: 10.1111/j.1467-629X.2011.00419.x
Appears in Collections:Business School publications

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