A behavioural explanation to the asymmetric volatility phenomenon: Evidence from market volatility index
Pati, Pratap Chandra, Rajib, Parabina, Barai, ParamaLanguage:
english
Journal:
Review of Financial Economics
DOI:
10.1016/j.rfe.2017.07.004
Date:
August, 2017
File:
PDF, 1.14 MB
english, 2017