Asymmetry in return reversals or asymmetry in volatilities?—New evidence from new markets
Year of publication: |
2011
|
---|---|
Authors: | Wang, Ping ; Wang, Peijie |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 11.2011, 2, p. 271-285
|
Publisher: |
Taylor & Francis Journals |
Subject: | Asymmetry | Econometrics of financial markets | Empirical time series analysis | Return reversals |
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