Open AccessReturn range and the cross-section of expected index returns in international stock markets
Author(s) -
Mehmet Umutlu,
Pelin Bengitöz
Publication year - 2021
Publication title -
quantitative finance and economics
Language(s) - English
Resource type - Journals
ISSN - 2573-0134
DOI - 10.3934/qfe.2021019
Subject(s) - standard deviation , volatility (finance) , economics , econometrics , stock (firearms) , stock market index , range (aeronautics) , momentum (technical analysis) , financial economics , index (typography) , statistics , stock market , mathematics , geography , context (archaeology) , materials science , archaeology , world wide web , computer science , composite material
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