Measuring the relationship between intraday returns, volatility spillovers, and market beta during financial distress
André Heymans and Wayne Brewer
| Year of publication: |
2023
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|---|---|
| Authors: | Heymans, André ; Brewer, Wayne |
| Published in: |
Business research : an illustrative guide to practical methodological applications in selected case studies. - Singapore : Palgrave Macmillan, ISBN 978-981-19-9479-1. - 2023, p. 77-98
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| Subject: | Deductive approach | Efficient market hypothesis | Experimental research | Market beta | Volatility spillovers | Volatilität | Volatility | Effizienzmarkthypothese | Spillover-Effekt | Spillover effect | Betafaktor | Beta risk | Börsenkurs | Share price | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-981-19-9479-1_5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014317750