Asymmetric Relationship Between Order Imbalance and Realized Volatility : Evidence from the Australian Market
Year of publication: |
2019
|
---|---|
Authors: | Bissoondoyal-Bheenick, Emawtee |
Other Persons: | Brooks, Robert D. (contributor) ; Do, Hung Xuan (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Australien | Australia | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Schätzung | Estimation |
Extent: | 1 Online-Ressource (29 p) |
---|---|
Series: | International Review of Economics & Finance ; Vol. 62, 2019 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 17, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3302368 [DOI] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Karimo, Tari Moses, (2022)
-
Horváth, Roman, (2016)
-
Agarwalla, Sobhesh Kumar, (2012)
- More ...
-
Volatility Spillover between the US, Chinese and Australian Stock Markets
Bissoondoyal-Bheenick, Emawtee, (2017)
-
Risk Analysis of Pension Fund Investment Choices
Bissoondoyal-Bheenick, Emawtee, (2019)
-
Volatility Spillover between the US, Chinese and Australian Stock Markets
Bissoondoyal-Bheenick, Emawtee, (2018)
- More ...