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)
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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
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Date deposited: 17 Oct 2016 08:23
Last modified: 11 Dec 2021 12:03
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Contributors
Author:
Richard Mcgee
Author:
Patrick O'Sullivan
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