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Annals of Finance

Volumn 4, Issue 2, 2008, Pages 157-181

Amplification and asymmetry in crashes and frenzies

(1) Ozsoylev, Han N a

a UNIVERSITY OF OXFORD (United Kingdom)

Author keywords

Amplification; Asymmetry; Crash; Frenzy; Hedging; Portfolio insurance

Indexed keywords

EID: 38349077499 PISSN: 16142446 EISSN: 16142454 Source Type: Journal
DOI: 10.1007/s10436-007-0077-z Document Type: Article

Times cited : (1)

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