id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
fsr-3391	Krause, Timothy A.	Risk and uncertainty in style rotation	2018	19	.pdf	application/pdf	13366	404	62	Relationships between implied volatility indices and stock index returns. Volatility index VIX 2,728 20.10 9.60 2.38 10.49 9.89 80.86 Vol of vol index VVIX 2,728 87.22 13.14 0.86 4.67 36.14 168.75 Small value IJS 2,728 0.044 0.0162 �0.17 8.31 �0.12 0.09 Small growth IJT 2,728 0.047 0.0015 �0.23 7.80 �0.10 0.09 Mid value IJJ 2,728 0.043 0.0146 �0.20 10.89 �0.11 0.11 Mid growth IJK 2,728 0.046 0.0140 �0.38 8.61 �0.10 0.09 Large value IVE 2,728 0.034 0.0133 �0.17 11.50 �0.09 0.11 Large growth IVW 2,728 0.043 0.0119 �0.14 12.61 �0.09 0.11 This table presents summary statistics for the variables under study.	cache/fsr-3391.pdf	txt/fsr-3391.txt