Asymmetric Information and Asymmetry in Asset Return Volatility
Year of publication: |
2008
|
---|---|
Authors: | TOKPAVI, Sessi |
Institutions: | Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion |
Subject: | Asymmetric Information | Asymmetry in Asset | Return | Volatility |
-
Is information risk priced in Indian stock market?
Goel, Anshi, (2021)
-
Type of traders' effect on risk and return : the case of Egyptian stock exchange
Dawood, Aly Saad Mohamed, (2016)
-
Risk-adjusted time series momentum
Dudler, Martin, (2014)
- More ...
-
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities
COLLETAZ, Gilbert, (2007)
-
Backtesting VaR Accuracy: A Simple and Powerful Test
HURLIN, Christophe, (2006)
-
Sélection dynamique de portefeuille dans un cadre Moyenne-VaR : une approche GARCH multivariée
TOKPAVI, Sessi, (2008)
- More ...