• Asymmetric attention and volatility asymmetryDzielinski, Michal; Rieger, Marc Oliver; Talpsepp, TõnnJournal of empirical finance2018 / p. 59-67 : ill https://doi.org/10.1016/j.jempfin.2017.09.010 https://www.scopus.com/sourceid/17499 https://www.scopus.com/record/display.uri?eid=2-s2.0-85034068571&origin=inward&txGid=fb15c5da10bb9290159ae455f133aba5 https://jcr.clarivate.com/jcr-jp/journal-profile?journal=J%20EMPIR%20FINANC&year=2022 https://www.webofscience.com/wos/woscc/full-record/WOS:000426407900004
  • Explaining asymmetric volatility around the worldTalpsepp, Tõnn; Rieger, Marc OliverJournal of empirical finance2010 / 5, p. 938-956 https://econpapers.repec.org/article/eeeempfin/v_3a17_3ay_3a2010_3ai_3a5_3ap_3a938-956.htm