✦ LIBER ✦

Determinants of stock market volatility and risk premia

✍ Scribed by Mordecai Kurz; Hehui Jin; Maurizio Motolese

Book ID: 106332800
Publisher: Springer
Year: 2005
Tongue: English
Weight: 513 KB
Volume: 1
Category: Article
ISSN: 1614-2446
DOI: 10.1007/s10436-004-0004-5

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Macroeconomic Determinants of European S

Macroeconomic Determinants of European Stock Market Volatility

✍ Vihang Errunza; Ked Hogan 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 77 KB

Risk premia and price volatility in futu

Risk premia and price volatility in futures markets

✍ Jisoo Yoo; G. S. Maddala 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 705 KB

Another major economic function of the futures market is a price discovery role. Futures price for a commodity represents all the information about the future cash price. So, economic agents make plans and decisions by looking at the futures price. Jisoo Yo0 is an Assistant professor o f Economics

Stability of Risk Premia in the Italian

Stability of Risk Premia in the Italian Stock Market

✍ Giovanni Mazzariello; Antonio Roma 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 332 KB

The Cross–section of Risk Premia in the

The Cross–section of Risk Premia in the Italian Stock Market

✍ Andrea Beltratti; Massimo Di Tria 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 210 KB

Circuit breakers and stock market volati

Circuit breakers and stock market volatility

✍ G. J. Santoni; Tung Liu 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 889 KB

Imperfect Information and Stock Market V

Imperfect Information and Stock Market Volatility

✍ Jeffrey R. Gerlach 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 139 KB