Work

Unknown Unknowns: Vol-of-Vol and the Cross-Section of Stock Returns

Year: 2012

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2023066

Authors: Guido Baltussen, Sjoerd van Bekkum, Bart van der Grient

Institutions: Northern Trust (United States), Erasmus University Rotterdam, Tinbergen Institute

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2525921207

Cites: 163

Cited by: 21

Related to: 10