VIX index and stock returns following large price moves
Andrey Kudryavtsev
| Year of publication: |
2017
|
|---|---|
| Authors: | Kudryavtsev, Andrey |
| Published in: |
Journal of risk & control. - Christchurch, New Zealand : Scientific Press International Limited, ISSN 2056-3701, ZDB-ID 2818578-X. - Vol. 4.2017, 1, p. 71-101
|
| Subject: | Behavioral Finance | Large Price Changes | Mood | Overreaction | Stock Price Reversals | Volatility Expectations | VIX | Börsenkurs | Share price | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012236817