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Keywords: Factor analysis
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Journal Articles
PSU Research Review: An International Journal (2018) 2 (1): 35–58.
Published: 13 March 2018
... is limited and the sellers carry unlimited risk. This paper aims to demonstrate the dynamics of implied volatility (IV) as being influenced by effects of persistence, leverage, market sentiment and liquidity. From the exploratory factor analysis (EFA), they extract four constructs and the results from...

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