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Risk Perception And Equity Returns: Evidence From The Spx And Vix

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  • Jianhua Gang
  • Xiang Li

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  • Jianhua Gang & Xiang Li, 2014. "Risk Perception And Equity Returns: Evidence From The Spx And Vix," Bulletin of Economic Research, Wiley Blackwell, vol. 66(1), pages 20-44, January.
    • Handle: RePEc:bla:buecrs:v:66:y:2014:i:1:p:20-44
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    File URL: http://hdl.handle.net/10.1111/boer.2014.66.issue-1
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    Cited by:

    1. Brana, Sophie & Prat, Stéphanie, 2016. "The effects of global excess liquidity on emerging stock market returns: Evidence from a panel threshold model," Economic Modelling, Elsevier, vol. 52(PA), pages 26-34.
    2. Emmanuel Anoruo & Vasudeva N. R. Murthy, 2017. "An examination of the REIT return–implied volatility relation: a frequency domain approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(3), pages 581-594, July.

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