✦ LIBER ✦

Why are stock returns and volatility negatively correlated?

✍ Scribed by Jinho Bae; Chang-Jin Kim; Charles R. Nelson

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stock returns and volatility: Another lo

✍ Ramon P. DeGennaro; Yuzhen Lisa Zhao 📂 Article 📅 1998 🏛 Springer US 🌐 English ⚖ 893 KB

Real Options, Volatility, and Stock Retu

✍ GUSTAVO GRULLON; EVGENY LYANDRES; ALEXEI ZHDANOV 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 659 KB

Foreign exchange volatility and stock re

✍ Ding Du; Ou Hu 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 413 KB

Why Are U.S. Stocks More Volatile?

✍ SÖHNKE M. BARTRAM; GREGORY BROWN; RENÉ M. STULZ 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 702 KB

Why does return volatility differ in Chi

✍ Dongwei Su; Belton M. Fleisher 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 184 KB

Incomplete information, idiosyncratic vo

✍ Tony Berrada; Julien Hugonnier 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 372 KB