Asymmetric attention and volatility asymmetry
author
Dzielinski, Michal
Rieger, Marc Oliver
Talpsepp, Tõnn
statement of authorship
Michał Dzieliński, Marc Oliver Rieger, Tõnn Talpsepp
source
Journal of empirical finance
publisher
Elsevier
journal volume number month
vol. 45
year of publication
2018
pages
p. 59-67 : ill
url
https://doi.org/10.1016/j.jempfin.2017.09.010
subject term
volatiilsus
investeeringuanalüüs
aktsiaturg
keyword
volatility asymmetry
leverage effect
analysts
investor attention
ISSN
0927-5398
notes
Bibliogr. p. 66-67
Open Access
Open Access
scientific publication
teaduspublikatsioon
classifier
1.1
Scopus
https://www.scopus.com/sourceid/17499
https://www.scopus.com/record/display.uri?eid=2-s2.0-85034068571&origin=inward&txGid=fb15c5da10bb9290159ae455f133aba5
WOS
https://jcr.clarivate.com/jcr-jp/journal-profile?journal=J%20EMPIR%20FINANC&year=2022
https://www.webofscience.com/wos/woscc/full-record/WOS:000426407900004
category (general)
Economics, econometrics and finance
Majandus, ökonomeetria ja rahandus
category (sub)
Economics, econometrics and finance. Finance
Majandus, ökonomeetria ja rahandus. Rahandus
Economics, econometrics and finance. Economics and econometrics
Majandus, ökonomeetria ja rahandus. Majandus ja ökonomeetria
quartile
Q2
TalTech department
majandusanalüüsi ja rahanduse instituut
language
inglise
Reserch Group
Companies' productivity, investments and export competitiveness
Information systems group
Knowledge intensity and socio-economic inclusion for promoting sustained development
Finance and the digital economy: financial behaviour, markets, and competitiveness