Kinoshita Makoto
Affiliate Master
Yamaguchi University
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