Information Content of Aggregate Implied Volatility Spread

• Bing Han

  Corresponding Author

  Bing Han

  [email protected]

  https://orcid.org/0000-0002-0264-0699

  Rotman School of Management, University of Toronto, Toronto, Ontario M5S 3E6, Canada;Southwestern University of Finance and Economics, Chengdu, Sichuan 611130, P.R. China;

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• Gang Li

  Corresponding Author

  Gang Li

  [email protected]

  Chinese University of Hong Kong, Hong Kong

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