Asymmetric attention and volatility asymmetry

statement of authorship
Michał Dzieliński, Marc Oliver Rieger, Tõnn Talpsepp
publisher
journal volume number month
vol. 45
year of publication
pages
p. 59-67 : ill
keyword
leverage effect
investor attention
ISSN
0927-5398
notes
Bibliogr. p. 66-67
Open Access
Open Access
scientific publication
teaduspublikatsioon
classifier
1.1
kvartiil
Q2
language
inglise
Dzielinski, M., Rieger, M. O., Talpsepp, T. Asymmetric attention and volatility asymmetry // Journal of empirical finance (2018) vol. 45, p. 59-67 : ill. https://doi.org/10.1016/j.jempfin.2017.09.010