Stock return volatility and information : an empirical analysis of Pacific Rim, UK and US equity markets
Year of publication: |
1997
|
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Authors: | Fraser, Patricia |
Other Persons: | Power, David M. (contributor) |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 7.1997, 3, p. 241-253
|
Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Volatilität | Volatility | Informationsverbreitung | Information dissemination | Schätzung | Estimation | Großbritannien | United Kingdom | USA | United States | Asiatisch-pazifischer Raum | Asia-Pacific region | 1988-1994 |
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