Asymmetric return–volatility relation around the clock
| Year of publication: |
2020
|
|---|---|
| Authors: | Kao, Erin H. ; Lien, Donald ; Ho, Tsung‐wu |
| Published in: |
Review of Financial Economics. - Wiley, ISSN 1873-5924, ZDB-ID 2015922-5. - Vol. 39.2020, 2 (16.08.), p. 178-202
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/rfe.1115 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012407670