Estimating the leverage effect using panel data with a large number of stock issues over short-run focus on the Tokyo stock exchange
Yoshitsugu Kitazawa
| Year of publication: |
July-December 2016
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|---|---|
| Authors: | Kitazawa, Yoshitsugu |
| Published in: |
Journal of financial management and analysis : international review of finance. - Mumbai : [Verlag nicht ermittelbar], ISSN 0970-4205, ZDB-ID 1072082-0. - Vol. 29.2016, 2, p. 43-50
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| Subject: | Leverage effect | Panel data | Tokyo stock exchange | Stock issues | Japan | Börsenkurs | Share price | Volatilität | Volatility | Panel | Panel study | Börsenhandel | Stock exchange trading | ARCH-Modell | ARCH model | Aktienmarkt | Stock market |
| 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/10011686827