The impact of single stock futures on market efficiency and volatility : a dynamic CAPM approach
Year of publication: |
2017
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Authors: | Malik, Imran Riaz ; Shah, Attaullah |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 53.2017, 2, p. 339-356
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Subject: | CAPM | GED | GJR-GARCH | SSFs | Effizienzmarkthypothese | Efficient market hypothesis | Volatilität | Volatility |
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