Weekday variation in the leverage effect : a puzzle
Year of publication: |
May 2016
|
---|---|
Authors: | Smith, Geoffrey Peter |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 17.2016, p. 193-196
|
Subject: | Leverage effect | Volatility feedback | EGARCH | Theorie | Theory | Volatilität | Volatility | Kapitalstruktur | Capital structure | Kapitaleinkommen | Capital income |
-
New evidence on sources of leverage effects in individual stocks
Smith, Geoffrey Peter, (2015)
-
The performance of dividend ETFs : the study of the spillover and leverage effects
Chen, Jo-hui, (2019)
-
Joo, Bashir Ahmad, (2023)
- More ...
-
What are the capital structure determinants for tax-exempt organizations?
Smith, Geoffrey Peter, (2010)
-
Capital structure determinants for tax-exempt organisations : evidence from the UK
Smith, Geoffrey Peter, (2012)
-
New evidence on sources of leverage effects in individual stocks
Smith, Geoffrey Peter, (2015)
- More ...