Browsing by Subject VIX
Showing results 1 to 2 of 2
Issue Date | Title | Author(s) |
---|---|---|
23-Feb-2018 | Is market fear persistent? A long-memory analysis | Caporale, GM; Gil-Alana, L; Plastun, A |
25-Nov-2019 | On stock price overreactions: frequency, seasonality and information content | Caporale, GM; Plastun, A |