Browsing by Subject VIX

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Showing results 1 to 2 of 2
Issue DateTitleAuthor(s)
23-Feb-2018Is market fear persistent? A long-memory analysisCaporale, GM; Gil-Alana, L; Plastun, A
25-Nov-2019On stock price overreactions: frequency, seasonality and information contentCaporale, GM; Plastun, A