Do fear indices help predict stock returns?

Quantitative Finance 2014 / 05 Vol. 14; Iss. 5

Do fear indices help predict stock returns?

Rubbaniy, G., Asmerom, Robel, Rizvi, Syed Kumail Abbas, Naqvi, Bushra
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Volume:
14
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2014.884722
Date:
May, 2014
File:
PDF, 1.16 MB
english, 2014
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