Stock return volatility and time-varying betas in the Toronto Stock Exchange
Year of publication: |
1996
|
---|---|
Authors: | Episcopos, Athanasios |
Published in: |
Quarterly journal of business and economics : QJBE. - Lincoln, Neb. : College of Business Administration, ISSN 0747-5535, ZDB-ID 859563-X. - Vol. 35.1996, 4, p. 28-38
|
Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Volatilität | Volatility | Kanada | Canada | 1990-1994 |
-
Realized volatility, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh, (2021)
-
Realized volatility, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh, (2020)
-
Oil price shocks and stock market activity
Sadorsky, Perry A., (1999)
- More ...
-
Testing the (S,s) model of inventory investment with Canadian wholesale trade data
Episcopos, Athanasios, (1996)
-
Evidence on the relationship between uncertainty and irreversible investment
Episcopos, Athanasios, (1995)
-
Further evidence on alternative continuous time models of the short-term interest rate
Episcopos, Athanasios, (2000)
- More ...