Market volatility and the trend factor
Year of publication: |
2024
|
---|---|
Authors: | Gu, Ming ; Sun, Minxing ; Xiong, Zhitao ; Xu, Weike |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 65.2024, Art.-No. 105595, p. 1-9
|
Subject: | Information uncertainty | Market volatility | Time-series variation | Trend factor | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price |
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