Stock returns, trading volumes and market volatility : a study on the Indian stock market
Pramod Kumar Naik and Tapas Kumar Sethy
| Year of publication: |
2022
|
|---|---|
| Authors: | Naik, Pramod Kumar ; Sethy, Tapas Kumar |
| Published in: |
The Indian economic journal. - Thousand Oaks, CA : Sage Publishing, ISSN 2631-617X, ZDB-ID 2127664-X. - Vol. 70.2022, 3, p. 406-416
|
| Subject: | asymmetric effect | EGARCH | mixture of distribution hypothesis | Stock market volatility | volatility persistence | Schätzung | Estimation | Volatilität | Volatility | Börsenkurs | Share price | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Indien | India | Handelsvolumen der Börse | Trading volume |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/00194662221104753 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013387728