A behavioral explanation for the negative asymmetric return-volatility relation
Ann Marie Hibbert; Robert T. Daigler; Brice Dupoyet
| Year of publication: |
2008
|
|---|---|
| Authors: | Hibbert, Ann Marie ; Daigler, Robert T. ; Dupoyet, Brice |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 10, p. 2254-2266
|
| Subject: | New Economy | New economy | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Volatilität | Volatility | Anlageverhalten | Behavioural finance | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003778723