The University of Southampton
University of Southampton Institutional Repository

Identifying bull and bear returns in the S&P 500 with the VIX

Identifying bull and bear returns in the S&P 500 with the VIX
Identifying bull and bear returns in the S&P 500 with the VIX
Mcgee, Richard
93f5c00c-a866-4e35-997e-60b817f40497
O'Sullivan, Patrick
2b9011c6-90b5-4d68-9360-f74d9c65fa5f
Mcgee, Richard
93f5c00c-a866-4e35-997e-60b817f40497
O'Sullivan, Patrick
2b9011c6-90b5-4d68-9360-f74d9c65fa5f

Mcgee, Richard and O'Sullivan, Patrick (2016) Identifying bull and bear returns in the S&P 500 with the VIX. Midwestern Finance Association 2016 Annual Meeting, Atlanta, United States. 02 - 05 Mar 2016.

Record type: Conference or Workshop Item (Paper)

This record has no associated files available for download.

More information

e-pub ahead of print date: 5 March 2016
Venue - Dates: Midwestern Finance Association 2016 Annual Meeting, Atlanta, United States, 2016-03-02 - 2016-03-05
Organisations: Southampton Business School

Identifiers

Local EPrints ID: 401281
URI: http://eprints.soton.ac.uk/id/eprint/401281
PURE UUID: 7468db5a-9065-4f98-83f3-7e9433b6096c

Catalogue record

Date deposited: 17 Oct 2016 08:23
Last modified: 11 Dec 2021 12:03

Export record

Contributors

Author: Richard Mcgee
Author: Patrick O'Sullivan

Download statistics

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics

Atom RSS 1.0 RSS 2.0

Contact ePrints Soton: eprints@soton.ac.uk

ePrints Soton supports OAI 2.0 with a base URL of http://eprints.soton.ac.uk/cgi/oai2

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.

×