Work

The volatility index and style rotation: Evidence from the Korean stock market and VKOSPI

Year: 2014

Type: article

Source: Investment Analysts Journal

DOI: 10.1080/10293523.2014.11082566

Authors: C Lee, D Ryu

Institutions: Hankuk University of Foreign Studies, Chung-Ang University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2136647369

FWCI: 8.542

Cites: 56

Cited by: 24

Related to: 10