Volatility Risk and Stock Return Predictability on Global Financial Crises

Volatility Risk and Stock Return Predictability on Global Financial Crises
Author: Worawuth Kongsilp
Publisher:
Total Pages:
Release: 2017
Genre:
ISBN:


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Volatility Risk and Stock Return Predictability on Global Financial Crises
Language: en
Pages:
Authors: Worawuth Kongsilp
Categories:
Type: BOOK - Published: 2017 - Publisher:

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Volatility Risk and Stock Return Predictability
Language: en
Pages: 17
Authors: Cesario Mateus
Categories:
Type: BOOK - Published: 2014 - Publisher:

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This paper investigates the role of volatility risk on stock return predictability. Using 596 stock options traded at the American Stock Exchange and the Chicag
Implied Idiosyncratic Volatility and Stock Return Predictability
Language: en
Pages: 0
Authors: Cesario Mateus
Categories:
Type: BOOK - Published: 2016 - Publisher:

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This paper investigates the role of volatility risk on stock return predictability. Using 596 stock options traded at the American Stock Exchange and the Chicag
Option-Implied Volatility Measures and Stock Return Predictability
Language: en
Pages:
Authors: Fu, Xi
Categories:
Type: BOOK - Published: 2019 - Publisher:

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Using firm-level option and stock data, we examine the predictive ability of option-implied volatility measures proposed by previous studies and recommend the b
International Financial Systems and Stock Volatility
Language: en
Pages: 404
Authors: Nidal Rashid Sabri
Categories: Business & Economics
Type: BOOK - Published: 2002-02-28 - Publisher: Elsevier

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The financial crises are not confined to a financial market or a financial institution, or a country or a region. The financial crises moved from one market to