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

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