How aggregate volatility-of-volatility affects stock returns
Fabian Hollstein, Marcel Prokopczuk
| Year of publication: |
2018
|
|---|---|
| Authors: | Hollstein, Fabian ; Prokopczuk, Marcel |
| Published in: |
Review of asset pricing studies. - Cary, NC : Oxford Univ. Press, ISSN 2045-9920, ZDB-ID 2581398-5. - Vol. 8.2018, 2, p. 253-292
|
| Subject: | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Volatilität | Volatility | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rapstu/rax019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012002205