@misc{FelixKraeusslStork2017, author = {Luiz F{\´e}lix and Roman Kr{\"a}ussl and Philip Stork}, title = {Implied volatility sentiment: a tale of two tails}, booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 565}, number = {January 2017}, url = {https://www.ifk-cfs.de/fileadmin/downloads/publications/wp/2016/CFS_WP_565.pdf}, institution = {Wirtschaftswissenschaften}, series = {CFS working paper series}, number = {565}, type = {workingpaper}, pages = {50}, year = {2017}, }