Showing 1 - 10 of 13,801
specialization, wealth inequality, stock trading intensity, liquidity and return volatility …
Persistent link: https://www.econbiz.de/10013120646
specialization, wealth inequality, stock trading intensity, liquidity and return volatility …
Persistent link: https://www.econbiz.de/10013146871
volatility. These implied volatilities differ from the VIX which measures uncertainty about stock prices, not only uncertainty … the volatility of near-future dividends that lingers even as the volatility of the overall market portfolio has started to …
Persistent link: https://www.econbiz.de/10014351923
Persistent link: https://www.econbiz.de/10012547564
Persistent link: https://www.econbiz.de/10011812850
Persistent link: https://www.econbiz.de/10012489648
of absolute log returns, which is a typical measure of volatility, for each period. We find that (i) the tail of the …
Persistent link: https://www.econbiz.de/10011524072
Persistent link: https://www.econbiz.de/10012139846
Persistent link: https://www.econbiz.de/10011982466
Persistent link: https://www.econbiz.de/10011627986