Factor momentum, option-implied volatility scaling, and investor sentiment
Klaus Grobys, James W. Kolari, Jere Rutanen
| Year of publication: |
2022
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|---|---|
| Authors: | Grobys, Klaus ; Kolari, James W. ; Rutanen, Jere |
| Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 23.2022, 2, p. 138-155
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| Subject: | Asset pricing | Factor momentum | Investor sentiment | Option-implied volatility scaling | VIX | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-021-00229-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013171033