Why does bad news increase volatility and decrease leverage?
Year of publication: |
2012
|
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Authors: | Fostel, Ana ; Geanakoplos, John |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 147.2012, 2, p. 501-525
|
Subject: | Finanzmarkt | Financial market | Finanzkrise | Financial crisis | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | USA | United States |
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