Equity issues and return volatility

DOI10.1093/ROF/RFS012MaRDI QIDQ4963399zbMATH OpenOpenAlexFDO

Authors Borja Larrain, Felipe Varas

Publication date 2 November 2018

Published in Review of Finance (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://semanticscholar.org/paper/1c312b5e8a9399710de079a0873dc62716c879b8

zbMATH Keywords

repurchaser-issuer return spreadreturn volatilityrisk volatility

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

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