Mean Reversion of Volatility Around Extreme Stock Returns: Evidence from U.S. Stock Indexes
Year of publication: |
2013
|
---|---|
Authors: | He, Ling T. |
Published in: |
The International Journal of Business and Finance Research. - Vol. 7.2013, 4, p. 91-101
|
Subject: | Volatility Reversion | Volatility Momentum | Volatility Concentration | Volatility Level |
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