José‐Miguel Gaspar
- Idiosyncratic Volatility and Product Market Competition*
2006/11/01 by José‐Miguel Gaspar, Massimo Massa · 3 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Econometrics #Economics #Financial Markets and Investment Strategies #Financial economics #Implied volatility #Market Dynamics and Volatility #Market power #Microeconomics #Monetary economics #Product market #Stock (firearms) #Stock market #Systematic risk #Volatility (finance) #Volatility risk premium #Volatility smile #Volatility swap