The asymmetric effects of industry specific volatility in momentum returns
نویسندگان
چکیده
منابع مشابه
Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon
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ژورنال
عنوان ژورنال: International Journal of Finance & Economics
سال: 2020
ISSN: 1076-9307,1099-1158
DOI: 10.1002/ijfe.2130