Asymmetric attention and volatility asymmetry
Dzielinski, Michal
;
Rieger, Marc Oliver
;
Talpsepp, Tõnn
Journal of empirical finance
2018
/
p. 59-67 : ill
https://doi.org/10.1016/j.jempfin.2017.09.010
Journal metrics at Scopus
Article at Scopus
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Article at WOS
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