Rights statement: This is the accepted version of the following article: Fu, X., Sandri, M. and Shackleton, M. B. (2016), Asymmetric Effects of Volatility Risk on Stock Returns: Evidence from VIX and VIX Futures. Journal of Futures Markets, 36: 1029–1056. doi:10.1002/fut.21772 which has been published in final form at http://onlinelibrary.wiley.com/doi/10.1002/fut.21772/abstract This article may be used for non-commercial purposes in accordance with the Wiley Self-Archiving Policy http://olabout.wiley.com/WileyCDA/Section/id-820227.html
Accepted author manuscript, 1.39 MB, PDF document
Available under license: CC BY: Creative Commons Attribution 4.0 International License
Final published version
Research output: Contribution to Journal/Magazine › Journal article › peer-review
<mark>Journal publication date</mark> | 11/2016 |
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<mark>Journal</mark> | Journal of Futures Markets |
Issue number | 11 |
Volume | 36 |
Number of pages | 28 |
Pages (from-to) | 1029-1056 |
Publication Status | Published |
Early online date | 4/02/16 |
<mark>Original language</mark> | English |