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SSRNDerivatives & Volatility

Risk Revisited

The study identifies recency, cluster, and sign as three factors shaping investors' risk perceptions of a stock, influencing trading volume and future volatility.

Featured in No. 49 on 15 May 2024 · · 88 citations today

Released
13 Mar 2024
First featured
No. 49 · 15 May 2024
Citations (Semantic Scholar)
88
Influential citations
5
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
3
Identifier
SSRN 4825844

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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