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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. 20th Financial Management Association (FMA) European Conference, Finland, Republic of, Finland. 08 - 09 Jun 2016.

Record type: Conference or Workshop Item (Paper)

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More information

e-pub ahead of print date: 10 June 2016
Venue - Dates: 20th Financial Management Association (FMA) European Conference, Finland, Republic of, Finland, 2016-06-08 - 2016-06-09
Organisations: Southampton Business School

Identifiers

Local EPrints ID: 401282
URI: http://eprints.soton.ac.uk/id/eprint/401282
PURE UUID: 29b91b7a-c43e-4b71-937b-6b945ae5b9ad

Catalogue record

Date deposited: 17 Oct 2016 08:26
Last modified: 11 Dec 2021 12:03

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Contributors

Author: Richard Mcgee
Author: Patrick O'Sullivan

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