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Lu, Yang; Wu, Daniel; Yu, Kwok

Description

Original replication plot: volatility portfolios, all stocks.

Citations (0)

Mentions (0)

Metrics

Dataset Index

0.4

FAIR Score

58%

Citations

0

Mentions

0

Metrics Over Time

Publication Details

DOI

Publisher

Harvard Dataverse

Assigned Domain

Subfield

Finance

Field

Economics, Econometrics and Finance

Domain

Social Sciences

Confidence Score

77%

Source

Open Alex

Normalization Factors

FT

43.27

CTw

1.00

MTw

1.00