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A behavioral explanation for the negative asymmetric return–volatility relation

A behavioral explanation for the negative asymmetric return–volatility relation

11 Jul, 2018
13 pages
We examine the short-term dynamic relation between the S&P 500 (Nasdaq 100) index return and changes in implied volatility at both the daily and intraday…
Modelo de productividad de David Sumanth aplicado a una empresa del sector de maquinaria no eléctrica

Modelo de productividad de David Sumanth aplicado a una empresa del sector de maquinaria no eléctrica

11 Jul, 2018
7 pages
Modelo de productividad de David Sumanth aplicado a una empresa del sector de maquinaria no eléctrica
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