Price limit bands, risk-return trade-offand asymmetric volatility : evidence fromTunisian Stock Exchange sectors
Othman Mnari, Bassma Faouel
| Year of publication: |
2024
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|---|---|
| Authors: | Mnari, Othman ; Faouel, Bassma |
| Published in: |
Economics and business review. - Poznań : Poznań Univ. of Economics Press, ISSN 2392-1641, ZDB-ID 2820261-2. - Vol. 10.2024, 3, p. 142-162
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| Subject: | wider price limits | narrow price limits | risk-return trade-off | asymmetric volatility | Volatilität | Volatility | Börsenkurs | Share price | Finanzmarktregulierung | Financial market regulation | CAPM | Derivat | Derivative | Schätzung | Estimation | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Börsenhandel | Stock exchange trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.18559/ebr.2024.3.1604 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015138229