Firm size and volatility analysis in the Spanish stock market
Year of publication: |
2011
|
---|---|
Authors: | Chulia, Helena ; Torro, Hipolit |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 17.2011, 8, p. 695-715
|
Publisher: |
Taylor & Francis Journals |
Subject: | volatility spillovers | GARCH | large and small firms | risk premium |
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