1993
The Informational Content of Implied Volatility
Linda Canina, Stephen Figlewski
Review of Financial StudiesTop-listed
670
cites
Faculty
Stephen Figlewski is a Finance scholar at New York University. Research spans Capital Investment and Risk Analysis, Financial Markets and Investment Strategies, Financial Risk and Volatility Modeling. 139 works, 6.8k citations (h-index 37).
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Affiliation on publications · New York University
Linda Canina, Stephen Figlewski
Review of Financial StudiesTop-listed
Stephen Figlewski, Gwendolyn P. Webb
The Journal of FinanceTop-listed
Journal of Financial and Quantitative AnalysisTop-listed