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Toplam kayıt 12, listelenen: 11-12
Time-varying risk aversion and currency excess returns
(Elsevier Ltd, 2022-01)
This paper documents an economically significant risk premium associated with a currency's sensitivity to time-varying risk aversion. Consequently, an investment strategy that takes a long (short) position in currencies ...
Trading volume and stock market volatility: evidence from emerging stock markets
(LLC CPC Business Perspectives, 2009-01-15)
Based on the 'mixture of distribution' hypothesis, this paper investigates the relationship between trading volume and conditional volatility of returns by using 12 emerging stock market indices over the period between ...