Annoucement effects and asymmetric volatility in industry stock returns : evidence from Taiwan
Chih-Wei Lee and Ming-Jen Chang
| Year of publication: |
2011
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|---|---|
| Authors: | Lee, Chih-Wei ; Chang, Ming-Jen |
| 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. 47.2011, 2, p. 48-61
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| Subject: | announcement effects | asymmetric volatility | stock returns | Taiwan Stock Exchange | Taiwan | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Aktienmarkt | Stock market | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009313082