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Idiosyncratic volatility, the VIX and stock returns:
Qadan, Mahmoud
;
Kliger, Doron
;
Chen, Nir
The North American Journal of Economics and Finance. 47 (2019) - p. 431-441 , 2019
Link:
https://doi.org/10.1016/j.najef.2018.06.003
RT Journal T1 <Title>Idiosyncratic volatility, the VIX and stock returns</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.najef.2018.06.003&Exemplar=1&LAN=DE A1 Qadan, Mahmoud A1 Kliger, Doron A1 Chen, Nir PB Elsevier BV YR 2019 SN 1062-9408 JF The North American Journal of Economics and Finance VO 47 SP 431 OP 441 LK http://dx.doi.org/https://doi.org/10.1016/j.najef.2018.06.003 DO https://doi.org/10.1016/j.najef.2018.06.003 SF ELIB - SuUB Bremen
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