Surprise volume and heteroskedasticity in equity market returns
Year of publication: |
2004
|
---|---|
Authors: | Wagner, Niklas ; Marsh, Terry A. |
Institutions: | Fakultät für Wirtschaftswissenschaften, Technische Universität München |
Subject: | ARCH | trading volume | return volume dependence | asymmetric volatility | market risk premium | leverage effect |
-
Surprise volume and heteroskedasticity in equity market returns
Wagner, Niklas, (2004)
-
Surprise Volume and Heteroskedasticity in Equity Market Returns
Wagner, Niklas, (2004)
-
Return-Volume Dependence and Extremes in International Equity Markets
Marsh, Terry A., (2004)
- More ...
-
Charakteristika und Erfolgsmerkmale junger, deutscher Unternehmen: Schwerpunkt Finanzierung
Achleitner, Ann-Kristin, (2004)
-
Managing investment risks of institutional private equity investors: The challenge of illiquidity
Kaserer, Christoph, (2003)
-
The index effect: Comparison of different measurement approaches
Kaserer, Christoph, (2004)
- More ...