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
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