Asymmetric attention and volatility asymmetry
Dzielinski, Michal
;
Rieger, Marc Oliver
;
Talpsepp, Tõnn
Journal of empirical finance
2018
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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 world
Talpsepp, Tõnn
;
Rieger, Marc Oliver
Journal of empirical finance
2010
/
5, p. 938-956
https://econpapers.repec.org/article/eeeempfin/v_3a17_3ay_3a2010_3ai_3a5_3ap_3a938-956.htm