Positive IVOL-MAX effect: A study on the Singapore Stock Market
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DOI: 10.1016/j.najef.2020.101245
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Cited by:
- Leo Julianto & Irwan Adi Ekaputra, 2020. "Max-Effect in the Indonesian Market," Capital Markets Review, Malaysian Finance Association, vol. 28(2), pages 19-27.
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Keywords
Singapore Stock Market; Idiosyncratic volatility; Extreme return; MAX ans IVOL effect;All these keywords.
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