Extreme returns and the investor’s expectation for future volatility: Evidence from the Finnish stock market

Syed Ali; Shaker Ahmed; Ralf Östermark

doi:10.1016/j.qref.2019.08.009

Extreme returns and the investor’s expectation for future volatility: Evidence from the Finnish stock market

Syed Ali, Shaker Ahmed, Ralf Östermark

Research output: Contribution to journal › Article › Scientific › peer-review

3 Citations (Scopus)

23 Downloads (Pure)

Original language	Undefined/Unknown
Pages (from-to)	–
Journal	Quarterly Review of Economics and Finance
DOIs	https://doi.org/10.1016/j.qref.2019.08.009
Publication status	Published - 2019
MoE publication type	A1 Journal article-refereed

Keywords

Sentiment
Extreme return
max effect

Access to Document

10.1016/j.qref.2019.08.009

Manuscript_new _R3.pdfAccepted author manuscript, 327 KBLicence: Publisher rights policy

Cite this

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title = "Extreme returns and the investor{\textquoteright}s expectation for future volatility: Evidence from the Finnish stock market",

keywords = "Sentiment, Extreme return, max effect, Sentiment, Extreme return, max effect, Sentiment, Extreme return, max effect",

author = "Syed Ali and Shaker Ahmed and Ralf {\"O}stermark",

year = "2019",

doi = "10.1016/j.qref.2019.08.009",

language = "Odefinierat/ok{\"a}nt",

pages = "–",

journal = "Quarterly Review of Economics and Finance",

issn = "1062-9769",

publisher = "Elsevier",

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T1 - Extreme returns and the investor’s expectation for future volatility

T2 - Evidence from the Finnish stock market

AU - Ali, Syed

AU - Ahmed, Shaker

AU - Östermark, Ralf

PY - 2019

Y1 - 2019

KW - Sentiment

KW - Extreme return

KW - max effect

KW - Sentiment

KW - Extreme return

KW - max effect

KW - Sentiment

KW - Extreme return

KW - max effect

U2 - 10.1016/j.qref.2019.08.009

DO - 10.1016/j.qref.2019.08.009

M3 - Artikel

SN - 1062-9769

SP - –

JO - Quarterly Review of Economics and Finance

JF - Quarterly Review of Economics and Finance

ER -