Extreme returns and the investor’s expectation for future volatility: Evidence from the Finnish stock market

Syed Ali; Shaker Ahmed; Ralf Östermark

doi:10.1016/j.qref.2019.08.009

Extreme returns and the investor’s expectation for future volatility: Evidence from the Finnish stock market

Syed Ali, Shaker Ahmed, Ralf Östermark

Forskningsoutput: Tidskriftsbidrag › Artikel › Vetenskaplig › Peer review

3 Citeringar (Scopus)

5 Nedladdningar (Pure)

Originalspråk	Odefinierat/okänt
Sidor (från-till)	–
Tidskrift	Quarterly Review of Economics and Finance
DOI	https://doi.org/10.1016/j.qref.2019.08.009
Status	Publicerad - 2019
MoE-publikationstyp	A1 Tidskriftsartikel-refererad

Nyckelord

Sentiment
Extreme return
max effect

Åtkomst av dokument

10.1016/j.qref.2019.08.009

Manuscript_new _R3.pdfAccepterat manuskript från författare, 327 KBLicens: Publisher rights policy

Citera det här

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title = "Extreme returns and the investor{\textquoteright}s expectation for future volatility: Evidence from the Finnish stock market",

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author = "Syed Ali and Shaker Ahmed and Ralf {\"O}stermark",

year = "2019",

doi = "10.1016/j.qref.2019.08.009",

language = "Odefinierat/ok{\"a}nt",

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journal = "Quarterly Review of Economics and Finance",

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AU - Ali, Syed

AU - Ahmed, Shaker

AU - Östermark, Ralf

PY - 2019

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KW - Sentiment

KW - Extreme return

KW - max effect

KW - Sentiment

KW - Extreme return

KW - max effect

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KW - max effect

U2 - 10.1016/j.qref.2019.08.009

DO - 10.1016/j.qref.2019.08.009

M3 - Artikel

SN - 1062-9769

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JO - Quarterly Review of Economics and Finance

JF - Quarterly Review of Economics and Finance

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