Extreme returns in emerging stock markets : evidence of a MAX effect in South Korea
Gilbert V. Nartea, Ji Wu and Hong Tao Liu
| Year of publication: |
2014
|
|---|---|
| Authors: | Nartea, Gilbert V. ; Wu, Ji ; Liu, Hong Tao |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 24.2014, 4/6, p. 425-435
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| Subject: | extreme returns | asset pricing | idiosyncratic volatility | South Korea | Südkorea | Volatilität | Volatility | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Schwellenländer | Emerging economies |
| 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/10010401960