"Why does bad news increase volatility and decrease leverage?"

Ana Fostel, John Geanakoplos (2012)

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DOI: 10.1016/J.JET.2011.07.001

access: closed

type: Journal Article

metadata version: 2020-02-24

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  - https://dblp.org/rec/journals/jet/FostelG12
Ana Fostel, John Geanakoplos:
Why does bad news increase volatility and decrease leverage? J. Econ. Theory 147(2): 501-525 (2012)

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