Investor attention and FX market volatility
John Goddard, Arben Kita, Qingwei Wang
| Year of publication: |
September 2015
|
|---|---|
| Authors: | Goddard, John A. ; Kita, Arben ; Wang, Qingwei |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 38.2015, p. 79-96
|
| Subject: | Investor attention | FX volatility | Option pricing | GARCH | Volatilität | Volatility | Anlageverhalten | Behavioural finance | ARCH-Modell | ARCH model | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2015.05.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011475168