Is Risk Higher during Non-Trading Periods? The Risk Trade-Off for Intraday versus Overnight Market Returns
Year of publication: |
2015
|
---|---|
Authors: | Riedel, Christoph |
Other Persons: | Wagner, Niklas (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Risiko | Risk | Volatilität | Volatility | Risikomanagement | Risk management | Risikoprämie | Risk premium |
Extent: | 1 Online-Ressource (36 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 18, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2494387 [DOI] |
Classification: | C13 - Estimation ; C22 - Time-Series Models ; G10 - General Financial Markets. General ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: | ECONIS - Online Catalogue of the ZBW |
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