Draft talk:Information-Implied Volatility

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Request for Feedback on Draft: Information-Implied Volatility

Hello editors,

I am developing the draft article Draft:Information-Implied Volatility and would appreciate feedback regarding notability, sourcing, and structure before submitting it for review.

Summary of Topic

Information-implied volatility (IIV) is a term used in academic finance to describe the conditional variance of returns based on the arrival of non-price information. The concept is grounded in established research areas such as:

• Bayesian learning in financial markets
• The mixture-of-distributions hypothesis
• Market microstructure models linking information flow to volatility
• Regime-switching models in econometrics

The draft summarizes how informational inputs—such as macroeconomic announcements, corporate disclosures, textual sentiment, and alternative data—can be incorporated into volatility estimation frameworks.

Notability Justification

The topic is supported by multiple peer-reviewed academic sources, including articles from:

• Journal of Finance
• Econometrica
• Journal of International Money and Finance
• Financial text analysis literature
• Research by Hamilton (1989), Kim & Nelson (1999), Pastor & Veronesi, Clark (1973), and Andersen & Bollerslev (1998)

These works provide extensive secondary-source coverage related to information arrival and volatility.

No Original Research

The draft does not introduce new formulas or unverified claims. All modeling approaches and mathematical expressions reflect established methodologies from peer-reviewed literature.

Structure and Style

The draft follows Wikipedia’s Manual of Style for academic articles:

• Neutral tone
• Clear section structure
• Citation templates
• No promotional language
• Definitions aligned with usage in published research

Request

I would welcome comments on:

• Whether the sources are sufficient for notability
• Suggested additional secondary sources
• Improvements to clarity or structure
• Whether the article is suitable for submission for review

Thank you for your time and assistance.

CroneZone (talk) 02:12, 29 November 2025 (UTC)[reply]