Asymmetric and negative return-volatility relation : a behavioural explanation
Mouna Boujelbène-Abbes; Ines Ben Salah and Abderrazak Ellouze
| Year of publication: |
2013
|
|---|---|
| Authors: | Abbes, Mouna Boujelbène ; Salah, Ines Ben ; Ellouze, Abderrazak |
| Published in: |
International journal of economics and business research. - Olney, Bucks. : Inderscience, ISSN 1756-9850, ZDB-ID 2481914-1. - Vol. 6.2013, 3, p. 243-260
|
| Subject: | asymmetric volatility | quantile regressions | behavioural finance | feedback hypothesis | leverage hypothesis | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Theorie | Theory | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Regressionsanalyse | Regression analysis |
| Extent: | graph. Darst. |
|---|---|
| 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/10010351133