Does Aggregate Uncertainty Explain Size and Value Anomalies?
Date
2017Link to item file
http://dx.doi.org/10.1080/00036846.2016.1257107Dewey
Organisation et finances d'entrepriseSujet
Uncertainty; vol-of-vol; VVIX; size; valueJEL code
G.G1.G11; G.G1.G10; G.G0.G01Journal issue
Applied EconomicsVolume
49Number
32Publication date
2017Article pages
3214-3230Publisher
Taylor and FrancisCollections
Metadata
Show full item recordAuthor
Aboura, Sofiane
1032 Dauphine Recherches en Management [DRM]
Arisoy, Eser
1032 Dauphine Recherches en Management [DRM]