P.O. Box H58
Sydney, NSW 2006
C/- University of Queensland Business School
St Lucia, 4071 Brisbane
University of Sydney - Discipline of Finance, Faculty of Economics and Business
in Total Papers Downloads
idiosyncratic volatility, return reversals, momentum, limits to arbitrage, Australia
Analyst Recommendations, Volume, Broker
divorce, stressors, individual investor performance
Stock market spillovers, Realized Volatility, Spillover index, VAR, Volatility transmission
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: acfi509.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Analyst recommendations, Black–Litterman, Asset allocation
Momentum, 52 Week High, Disposition Effect, limit order
Individual investors, institutional investors, short-term reversals, liquidity
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.360 seconds