Extreme risk and small investor behavior in developed markets
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DOI: 10.1057/s41260-017-0047-6
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Cited by:
- Switzer, Lorne N. & Tahaoglu, Cagdas & Zhao, Yun, 2017.
"Volatility measures as predictors of extreme returns,"
Review of Financial Economics, Elsevier, vol. 35(C), pages 1-10.
- Lorne N. Switzer & Cagdas Tahaoglu & Yun Zhao, 2017. "Volatility measures as predictors of extreme returns," Review of Financial Economics, John Wiley & Sons, vol. 35(1), pages 1-10, November.
- Ahmed Naeem & Sarfraz Mudassira, 2018. "Stock Market Volatility Measure Using Non-Traditional Tool Case of Germany," Economics and Business, Sciendo, vol. 32(1), pages 126-135, July.
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More about this item
Keywords
volatility; extreme risk; small investor behavior;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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