Early Birds Get the Vol: Morning Volatility Uncertainty and Variance Risk Premium
Rodrigo Hizmeri (University of Liverpool, United Kingdom)
- Erasmus Econometric Institute Series
Rodrigo Hizmeri (University of Liverpool, United Kingdom)
Nina Xue (WU Wien, Austria)
Giovanni Mellace (University of Southern Denmark)
Greg Kaplan (The University of Chicago, United States)
Wei Jiang (Emory University, United States)
Marco Bertoni (University of Padova, Italy)
Hans Grönqvist (Linnaeus University, Sweden)
Chris Muris (McMaster University, Canada)
Melanie Luhrmann (University of London, United Kingdom)
Peter Schwardmann (Carnegie Mellon University, United States)
Federico Bandi (Johns Hopkins University, United States)
Francesco Ricci (University of Montpellier, France)
Federico Bandi (Johns Hopkins University, United States)
Melanie Luhrmann (University of London, United Kingdom)
Laurens Cherchye (KU Leuven, Belgium)
Tomasz Michalski (HEC Paris, France)
Eric Bonsang (PSL–Paris-Dauphine University, France)
Bauke Visser
Marco Bassetto (NBER, United States)