A behavioral explanation for the negative asymmetric return-volatility relation Article

Hibbert, Ann Marie, Daigler, Robert T, Dupoyet, Brice. (2008). A behavioral explanation for the negative asymmetric return-volatility relation . JOURNAL OF BANKING & FINANCE, 32(10), 2254-2266. 10.1016/j.jbankfin.2007.12.046

keywords

  • Behavioral finance
  • Business & Economics
  • Business, Finance
  • Economics
  • FEAR
  • IMPLIED VOLATILITY
  • LEVERAGE
  • Leverage hypothesis
  • NEWS
  • Return-volatility relation
  • STOCK-MARKET VOLATILITY
  • Social Sciences
  • VIX
  • Volatility feedback hypothesis

Location

  • Rome, ITALY

Digital Object Identifier (DOI)

publisher

  • ELSEVIER SCIENCE BV

start page

  • 2254

end page

  • 2266

volume

  • 32

issue

  • 10