TIME VARIABILITY IN MARKET RISK AVERSION
Article first published online: 7 SEP 2009
© 2009 The Southern Finance Association and the Southwestern Finance Association
Journal of Financial Research
Volume 32, Issue 3, pages 285–307, Fall 2009
How to Cite
Berger, D. and Turtle, H. J. (2009), TIME VARIABILITY IN MARKET RISK AVERSION. Journal of Financial Research, 32: 285–307. doi: 10.1111/j.1475-6803.2009.01251.x
- Issue published online: 7 SEP 2009
- Article first published online: 7 SEP 2009
Options for accessing this content:
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- New Users: Please register, then proceed to purchase the article.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!