Why are stock returns and volatility negatively correlated?
| Year of publication: |
2007
|
|---|---|
| Authors: | Bae, Jinho ; Kim, Chang-Jin ; Nelson, Charles R. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 14.2007, 1, p. 41-58
|