An idea of risk-neutral momentum and market fear

back to overview

Reference

Schadner, W. (2020). An idea of risk-neutral momentum and market fear. Finance Research Letters, 37(101347), 1-6. (ABDC_2022: A; ABS_2021: 2; VHB_3: B)

Publication type

Article in Scientific Journal

Persons

Organizational Units

  • Liechtenstein Business School
  • Innovative & Digital Finance

DOI

http://dx.doi.org/10.1016/j.frl.2019.101347