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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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Inferring stock duration around FOMC surprises : estimates and implications
Chen, Zhanhui
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
2
,
pp. 669-703
Persistent link: https://www.econbiz.de/10012805832
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Does idiosyncratic volatility proxy for risk exposure?
Chen, Zhanhui
;
Petkova, Ralitsa
- In:
The review of financial studies
25
(
2012
)
9
,
pp. 2745-2787
Persistent link: https://www.econbiz.de/10009630197
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