2004
Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?
Nicolas P. B. Bollen, Robert E. Whaley
The Journal of Finance OATop-listed
1k
cites
Faculty
Nicolas P. B. Bollen is a Finance scholar at Vanderbilt University. Research spans Financial Markets and Investment Strategies, Financial Risk and Volatility Modeling. 59 works, 6.4k citations (h-index 29).
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Affiliation on publications · Vanderbilt University
Nicolas P. B. Bollen, Robert E. Whaley
The Journal of Finance OATop-listed
Journal of Financial and Quantitative Analysis OATop-listed
Nicolas P. B. Bollen, Jeffrey A. Busse
Review of Financial StudiesTop-listed