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SSRNDerivatives & Volatility

Intra-industry Information Transfers

The study finds that investor uncertainty overreaction is more pronounced in put options and during economic recessions in intraindustry information diffusion processes.

Featured in No. 89 on 20 Mar 2025 · 6 days after release

Released
14 Mar 2025
First featured
No. 89 · 20 Mar 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
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Identifier
SSRN 5178189

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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