Is risk higher during non-trading periods? : the risk trade-off for intraday versus overnight market returns
Christoph Riedel, Niklas Wagner
| Year of publication: |
November 2015
|
|---|---|
| Authors: | Riedel, Christoph ; Wagner, Niklas F. |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 39.2015, p. 53-64
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| Subject: | Market risk | Tail risk | Downside risk | Value-at-risk | Intraday returns | Overnight risk | Stock markets | Extreme returns | Tail index | Risiko | Risk | Kapitaleinkommen | Capital income | Risikomaß | Risk measure | Risikomanagement | Risk management | Volatilität | Volatility | Börsenkurs | Share price | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Risikoprämie | Risk premium | Marktrisiko | Aktienindex | Stock index | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2015.05.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011475596