A behavioral explanation for the negative asymmetric return–volatility relation
| 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 7529053. - Vol. 32.2008, 10, p. 2254-2266
|