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Browsing by Subject "S&P500 realized variance"
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Demirer, Riza; Gupta, Rangan; Salisu, Afees A.; Van Eyden, Renee
(Elsevier, 2023-04)
In this paper, we analyze the predictive role of firm-level business expectations and uncertainties derived from a panel survey of U.S. 1750 business executives from 50 states for the realized variance (sum of daily squared ...