Altay, Erdinç - In: Journal of BRSA Banking and Financial Markets 2 (2008) 1, pp. 27-58
the implementation of the methodology which is based on the cross sectional volatility of the stock returns. On the other … hand, the results show that the relation between cross sectional volatility and extreme high or low returns is nonlinear …, industiral and investment trusts sectors. Another methodology which is based on the cross sectional volatility of beta …
