---
title: Volatility Disagreement
url: https://www.ml-quant.com/papers/ssrn/4802261/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4802261
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4802261
featured: 2024-04-24
citations: unknown
topic: Derivatives & Volatility
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4802261
- Identifier: SSRN 4802261
- Released: 2023-11-29
- First featured: Quant Letter No. 46 (2024-04-24): https://www.ml-quant.com/issues/2024-04-24/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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