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Online search frequency, retail investor overreaction, and the cross-section of stock returns : evidence from the Chinese stock market
Chen, Jiaqi - In: Emerging markets finance & trade : a journal of the … 54 (2018) 13/14/15, pp. 3189-3208
Persistent link: https://www.econbiz.de/10012125743
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The impact of the day-of-the-week on the VIX fear gauge
Qadan, Mahmod - In: International journal of economic perspectives : IJEP 7 (2013) 2, pp. 24-31
Persistent link: https://www.econbiz.de/10011586397
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An examination of the relationship between the disposition effect and stock return, volatility, and trading volume : the evidence in US stock markets
Afi, Hatem - In: International journal of managerial and financial accounting 9 (2017) 3, pp. 242-262
Persistent link: https://www.econbiz.de/10011847010
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Are extreme returns priced in the stock market? : European evidence
Annaert, Jan; De Ceuster, Marc J.; Verstegen, Kurt - In: Journal of banking & finance 37 (2013) 9, pp. 3401-3411
Persistent link: https://www.econbiz.de/10010126415
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Country-specific idiosyncratic risk and global equity index returns
Hueng, C. James; Yau, Ruey - In: International review of economics & finance : IREF 25 (2013), pp. 326-337
Persistent link: https://www.econbiz.de/10009693293
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Realized volatility, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh; Chowdhury, Biplob - In: Applied economics 53 (2021) 55, pp. 6376-6397
Persistent link: https://www.econbiz.de/10012697913
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Risk bearing ability of investors in Indian stock market
Valliappan, M. - In: International journal of economic research 12 (2015) 2, pp. 287-293
Persistent link: https://www.econbiz.de/10011419781
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Global variance term premia and intermediary risk appetite
Van Tassel, Peter; Vogt, Erik - 2016
Sellers of variance swaps earn time-varying risk premia for their exposure to realized variance, the level of variance swap rates, and the slope of the variance swap curve. To measure risk premia, we estimate a dynamic term structure model that decomposes variance swap rates into expected...
Persistent link: https://www.econbiz.de/10011523781
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Risk and return in the Chinese stock market : does equity return dispersion proxy risk?
Chen, Chun-Da; Demirer, Rıza; Jategaonkar, Shrikant P. - In: Pacific-Basin finance journal 33 (2015), pp. 23-37
Persistent link: https://www.econbiz.de/10011474042
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Impacts of lagged returns on the risk-return relationship of Chinese aggregate stock market : evidence from different data frequencies
Liu, Jingzhen - In: Research in international business and finance 48 (2019), pp. 243-257
Persistent link: https://www.econbiz.de/10012135907