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Which explains an equity index's return better, the change in its own implied volatility or that for a broader index?
Yu, Susana; Leistikow, Dean - In: Journal of investment management : JOIM 7 (2009) 3, pp. 66-80
Persistent link: https://www.econbiz.de/10003874377
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Trade data elements directory : UNTDED
1990
Persistent link: https://www.econbiz.de/10000534100
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Statistical data editing : methods and techniques
1994
Persistent link: https://www.econbiz.de/10000109505
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Household accounting : experience in concepts and compilation
2000
Persistent link: https://www.econbiz.de/10001561159
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The portfolio flows of international investors
Froot, Kenneth; O'Connell, Paul G. J.; Seasholes, Mark S. - 1998
Persistent link: https://www.econbiz.de/10000673943
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Finding "fair value" in global equities
O'Neill, Jim; Oppenheimer, Peter; Matsui, Kathy; Moe, Tim; … - 2009
Persistent link: https://www.econbiz.de/10003818840
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The Wiley trading guide
2010
Persistent link: https://www.econbiz.de/10009413137
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Advances in behavioral finance
Thaler, Richard H. (contributor) - 1993
Modern financial markets offer the real world's best approximation to the idealized price auction market envisioned in … beyond the world of finance to suggest, very powerfully, the importance of pursuing behavioral approaches to other areas of …
Persistent link: https://www.econbiz.de/10002645246
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Market efficiency : stock market behaviour in theory and practice
Lo, Andrew W. (contributor) - 1997
Persistent link: https://www.econbiz.de/10000971430
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Financial markets and financial fragility ; Vol. 2
Toporowski, Jan (contributor) - 2010
Persistent link: https://www.econbiz.de/10003996181