Stock index reaction to large price changes : evidence from major Asian stock indexes
Year of publication: |
2009
|
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Authors: | Mazouz, Khelifa ; Joseph, Nathan Lael ; Palliere, Clement |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 17.2009, 4, p. 444-459
|
Subject: | Aktienindex | Stock index | Börsenkurs | Share price | Schock | Shock | Effizienzmarkthypothese | Efficient market hypothesis | Heteroskedastizität | Heteroscedasticity |
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