Asymmetric volatility and risk in equity markets
Year of publication: |
2000
|
---|---|
Authors: | Bekaert, Geert ; Wu, Guojun |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 13.2000, 1, p. 1-42
|
Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Volatilität | Volatility | Risikoprämie | Risk premium | Asymmetrische Information | Asymmetric information | Theorie | Theory | Japan | 1985-1994 |
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