What determines the dynamics of absolute excess returns on stock markets?
Year of publication: |
2013
|
---|---|
Authors: | Kurz, Claudia ; Kurz-Kim, Jeong-Ryeol |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 118.2013, 2, p. 342-346
|
Publisher: |
Elsevier |
Subject: | Absolute excess returns | Uncertainty | Herding behavior | Mean reverting | Stock market volatility |
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