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~accessRights:"restricted"
~language:"und"
~person:"Herwartz, Helmut"
~person:"Sévi, Benoît"
~subject:"noise trading"
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State dependence of aggregated risk aversion: Evidence for the German stock market
Hansen, Marc
;
Herwartz, Helmut
;
Rengel, Malte
- In:
Journal of Applied Economics
XVII
(
2014
)
November
,
pp. 257-282
price of risk (MPR) reflecting both cross market dependence and future investment opportunities. The realized
volatility
…
Persistent link: https://www.econbiz.de/10011085114
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