Stock price reaction following large one-day price changes : UK evidence
Year of publication: |
2009
|
---|---|
Authors: | Mazouz, Khelifa ; Joseph, Nathan Lael ; Joulmer, Joulmer |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 33.2009, 8, p. 1481-1493
|
Subject: | Börsenkurs | Share price | ARCH-Modell | ARCH model | CAPM | Großbritannien | United Kingdom | 2003 |
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