The microstructure of fear, the Fama-French factors and the global financial crisis of 2007 and 2008
Dominic Lim; Robert B. Durand; Joey Wenling Yang
| Year of publication: |
2014
|
|---|---|
| Authors: | Lim, Dominic ; Durand, Robert B. ; Yang, Wenling |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 25.2014, 3, p. 169-180
|
| Subject: | Microstructure | VIX | Fama-french factors | Global financial crisis | Finanzkrise | Financial crisis | Welt | World | Marktmikrostruktur | Market microstructure | Kapitaleinkommen | Capital income | CAPM | Volatilität | Volatility |
| 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/10010473396