Yamaguchi journal of economics, business administrations & laws

The Economic Society of Yamaguchi University

PISSN : 0513-1758
NCID : AN00243258

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Yamaguchi journal of economics, business administrations & laws Volume 73 Issue 6
published_at 2025-03-31

The Relationship Between Stock Returns at the Peak of the Volatility Index and the Transition of Cumulative Excess Returns

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
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Available 2029-03-30
山口経済学雑誌73-6_011.pdf