Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries
Natthinee Thampanya, Junjie Wu, Muhammad Ali Nasir, Jia Liu
| Year of publication: |
2020
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|---|---|
| Authors: | Thampanya, Natthinee ; Wu, JunJie ; Nasir, Muhammad Ali ; Liu, Jia |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 65.2020, p. 1-26
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| Subject: | ARDL model | ASEAN-5 | Behavioural factors | EGARCH model | Fundamental factors | Stock return volatility | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | ASEAN-Staaten | ASEAN countries | ARCH-Modell | ARCH model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2020.101193 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012495783