Early Birds Get the Vol: Morning Volatility Uncertainty and Variance Risk Premium

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Rodrigo Hizmeri, Mattia Bevilacqua

DOI: 10.2139/ssrn.6212458

Cited by: 0

References: 49

Fields of Study & Subjects

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

References 49