Do DOW returns really influence the intraday Spanish stock market behavior?
José Luis Miralles-Quirós; Julio Daza-Izquierdo
| Year of publication: |
2015
|
|---|---|
| Authors: | Miralles-Quirós, José Luis ; Daza-Izquierdo, Julio |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 33.2015, p. 99-126
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| Subject: | Intraday data | Asymmetric models | Information spillovers | Overreaction | Underreaction | Spanien | Spain | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Aktienmarkt | Stock market | Volatilität | Volatility | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Handelsvolumen der Börse | Trading volume | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| 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/10011325882