Asymmetric and negative return-volatility relation: a behavioural explanation

Author： Boujelbène-Abbes Mouna   Salah Ines Ben   Ellouze Abderrazak  

Publisher： Inderscience Publishers

ISSN： 1756-9850

Source： International Journal of Economics and Business Research, Vol.6, Iss.3, 2013-08, pp. : 243-260

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Is the risk–return relation positive? Further evidence from a stochastic volatility in mean approach

By Loudon Geoffrey F.  

Applied Financial Economics, Vol. 16, Iss. 13, 2006-09 ,pp. : 981-992

Routledge Ltd

Access to resources Recommend Favorite

Discount factor and conditional return volatility

By Potì Valerio  

Applied Financial Economics Letters, Vol. 1, Iss. 6, 2005-11 ,pp. : 369-372

Routledge Ltd

Access to resources Recommend Favorite

Stock return volatility and the internet phenomenon

By Liu Virginia   Tapon Francis   Sun Yiguo  

Applied Financial Economics Letters, Vol. 2, Iss. 2, 2006-03 ,pp. : 105-109

Routledge Ltd

Access to resources Recommend Favorite

Extreme return correlation and volatility: a two-threshold approach

By Sankaran Harikumar   Nguyen Anh   Harikumar Jayashree  

American Journal of Business, Vol. 27, Iss. 2, 2012-10 ,pp. : 154-173

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

On the variance of the error associated to the squared return as proxy of volatility

By Triacca Umberto  

Applied Financial Economics Letters, Vol. 3, Iss. 4, 2007-07 ,pp. : 255-257

Routledge Ltd

Access to resources Recommend Favorite