Modelling Regulatory Change V's Volume, of Trading Effects in HSIF and HSI Volatility
Year of publication: |
2008
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Authors: | Gannon, Gerard ; Au-Yeung, Siu Pang |
Published in: |
Review of Pacific Basin Financial Markets and Policies (RPBFMP). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6705. - Vol. 11.2008, 01, p. 47-59
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Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Regulatory change | multivariate volatility | volume of trade |
Extent: | application/pdf text/html |
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Type of publication: | Article |
Classification: | G1 - General Financial Markets ; G2 - Financial Institutions and Services ; G3 - Corporate Finance and Governance ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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Modelling Regulatory Change V's Volume of Trade Effects in HSIF and HSI Volatility: A Note
Gannon, Gerard, (2007)
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Regulatory Change, Structural Breaks and Transmission Effects in HSIF abd HSI Volatility
Gannon, Gerard, (2004)
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Structural Effects and Spillovers in HSIF, HSI and S&P500 Volatility
Gannon, Gerard, (2004)
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Modelling regulatory change V's volume of trade effects in HSIF and HSI volatility : a note
Gannon, Gerard L., (2007)
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Modelling regulatory change V's volume of trading effects in HSIF and HSI volatility
Gannon, Gerard L., (2008)
-
Structural effects and spillovers in HSIF, HSI and S&P500 volatility
Gannon, Gerard L., (2006)
- More ...