Work

Is the 'Leverage Effect' a Leverage Effect?

Year: 2001

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.256109

Authors: Stephen Figlewski, Xiaozu Wang

Institutions: New York University, City University of Hong Kong

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1558455027

Cites: 14

Cited by: 188

Related to: 10