Positive IVOL-MAX effect: A study on the Singapore Stock Market
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
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Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. The MAX puzzle in a frontier market before and during the Covid-19 pandemic;Investment Analysts Journal;2022-10-12
2. How fears index and liquidity affect returns of ivol puzzle before and during the Covid-19 pandemic;Cogent Economics & Finance;2022-09-07
3. Predictability of extreme daily returns and Preference for lottery-like stocks in an emerging market;Economic Research-Ekonomska Istraživanja;2021-08-23
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