The Relationship Between Stock Returns at the Peak of the Volatility Index and the Transition of Cumulative Excess Returns
Yamaguchi journal of economics, business administrations & laws Volume 73 Issue 6
Page 507-514
published_at 2025-03-31
Title
ボラティリティ・インデックスのピークにおける株式収益率と累積超過収益率の推移との関係
The Relationship Between Stock Returns at the Peak of the Volatility Index and the Transition of Cumulative Excess Returns
Source Identifiers
[PISSN] 0513-1758
[NCID] AN00243258
Languages
jpn
Resource Type
departmental bulletin paper
Publishers
The Economic Society of Yamaguchi University
Date Issued
2025-03-31
File Version
Version of Record
Access Rights
embargoed access