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Cited by 667

The DOI matches its Crossref record; 29 of the 29 references it cites were found in a registry or an index.

Stock market volatility and the information content of stock index options

Day, Theodore E., Lewis, Craig M.·1992·Journal of Econometrics
DOI 10.1016/0304-4076(92)90073-z
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Crossref · 10.1016/0304-4076(92)90073-z

Cites

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Metadata

Authors
Day, T. E., & Lewis, C. M.
Venue
Journal of Econometrics
Publisher
Elsevier BV
Published
1992-04
Volume
52
Issue
1-2
Pages
267-287
ISSN
0304-4076 (ISSN-L)
DOI
10.1016/0304-4076(92)90073-z
OpenAlex
W1983056091
Cited by
667
References
29
FWCI
20.29
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Stock market volatility and the information content of stock index options. https://app.cochat.ai/papers/10.1016/0304-4076(92)90073-z
The paper
Day, T. E., & Lewis, C. M. (1992). Stock market volatility and the information content of stock index options. Journal of Econometrics. https://doi.org/10.1016/0304-4076(92)90073-z

Data sources

Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.