Another Look at Value and Momentum : Volatility Spillovers
Year of publication: |
2020
|
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Authors: | Grobys, Klaus |
Other Persons: | Vähämaa, Sami (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (44 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Review of Quantitative Finance and Accounting, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 5, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.2932122 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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