International stock return co-movements and trading activity
Year of publication: |
November 2017
|
---|---|
Authors: | Sheng, Xin ; Brzeszczyński, Janusz ; Ibrahim, Boulis Maher |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 23.2017, p. 12-18
|
Subject: | Return spillovers | Trading volume | Interaction effects | GARCH models | Schätzung | Estimation | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Aktienmarkt | Stock market | Volatilität | Volatility | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Japan |
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