The microstructure of fear, the Fama-French factors and the global financial crisis of 2007 and 2008
Year of publication: |
2014
|
---|---|
Authors: | Lim, Dominic ; Durand, Robert B. ; Yang, Wenling |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 25.2014, 3, p. 169-180
|
Subject: | Microstructure | VIX | Fama-french factors | Global financial crisis | Finanzkrise | Financial crisis | Marktmikrostruktur | Market microstructure | CAPM | Welt | World | Kapitaleinkommen | Capital income | Internationaler Finanzmarkt | International financial market |
-
Meteor showers and global asset allocation
Ahmed, Rashad, (2020)
-
Measuring stock market contagion : local or common currency returns?
Mink, Mark, (2015)
-
Gabriel, Vitor, (2015)
- More ...
-
Fear and the Fama-French factors
Durand, Robert B., (2011)
-
Fear and the Fama‐French Factors
Durand, Robert B., (2011)
-
Fear and the Fama‐French Factors
Durand, Robert B., (2011)
- More ...