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Asymmetric Effects of Volatility Risk on Stock Returns: Evidence from VIX and VIX Futures |
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| Authors: | Xi Fu Matteo Sandri Mark B Shackleton |
| Institution: | 1. Xi Fu (Lecturer) is at the Department of Economics, Finance and Accounting, University of Liverpool Management School, University of Liverpool, Liverpool, United Kingdom;2. Matteo Sandri, and Mark B. Shackleton (Professor) are at the Department of Accounting and Finance, Lancaster University Management School, Lancaster University, Lancaster, United Kingdom |
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