Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Rangan Gupta, Hardik A. Marfatia and Eric Olson
| Year of publication: |
2020
|
|---|---|
| Authors: | Gupta, Rangan ; Marfatia, Hardik A. ; Olson, Eric |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 27.2020, 16, p. 1305-1311
|
| Subject: | asymmetry | rolling estimation | stock returns and volatility | Uncertainty | Volatilität | Volatility | USA | United States | Kapitaleinkommen | Capital income | Risiko | Risk | Börsenkurs | Share price | Schätzung | Estimation | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2019.1677846 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012267127