The Empirical Linkages among Market Returns, Return...

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The North American Journal of Economics and Finance 2019 / 2

The Empirical Linkages among Market Returns, Return Volatility, and Trading Volume: Evidence from the S&P 500 VIX Futures

Yu-Sheng, Kao, Hwei-Lin, Chuang, Yu-Cheng, Ku
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Language:
english
Journal:
The North American Journal of Economics and Finance
DOI:
10.1016/j.najef.2018.10.019
Date:
February, 2019
File:
PDF, 843 KB
english, 2019
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