Testing for Leverage Effects in the Returns of US Equities

31 juil 2018

Authors: Christophe Chorro, Dominique Guégan, Florian Ielpo, Hanjarivo Lalaharison

Journal: Journal of Empirical Finance

Publisher: Elsevier B.V

Link: https://doi.org/10.1016/j.jempfin.2018.07.008

Volume: 48

Year: 2018