✦ LIBER ✦

The uncertainties about the relationships risk–return–volatility in the Spanish stock market

✍ Scribed by Ricardo Cao; Alicia de las Heras; Angeles Saavedra

Book ID: 105855299
Publisher: Springer
Year: 2008
Tongue: English
Weight: 223 KB
Volume: 24
Category: Article
ISSN: 0943-4062
DOI: 10.1007/s00180-008-0141-9

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Uncovering the Risk–Return Relation in t

Uncovering the Risk–Return Relation in the Stock Market

✍ HUI GUO; ROBERT F. WHITELAW 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 257 KB

The Intertemporal Risk-Return Relation i

The Intertemporal Risk-Return Relation in the Stock Market

✍ Xiaoquan Jiang; Bong Soo Lee 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 144 KB

The Risk-Return Relation in Internationa

The Risk-Return Relation in International Stock Markets

✍ Hui Guo 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 276 KB

Forecasting volatility in the Singapore

Forecasting volatility in the Singapore stock market

✍ Tse Yiu Kuen; Tung Siew Hoong 📂 Article 📅 1992 🏛 Springer 🌐 English ⚖ 779 KB

Bond rating changes and stock returns: e

Bond rating changes and stock returns: evidence from the Spanish stock market

✍ Pilar Abad-Romero; M. Dolores Robles-Fernández 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 317 KB

Scaling and memory effect in volatility

Scaling and memory effect in volatility return interval of the Chinese stock market

✍ T. Qiu; L. Guo; G. Chen 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 919 KB

We investigate the probability distribution of the volatility return intervals τ for the Chinese stock market. We rescale both the probability distribution P q (τ ) and the volatility return intervals τ as P q (τ ) = 1/τ f (τ /τ ) to obtain a uniform scaling curve for different threshold value q. Th