Trading volume, time-varying conditional volatility, and asymmetric volatility spillover in the Saudi stock market
Year of publication: |
2009
|
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Authors: | Alsubaie, Abdullah ; Najand, Mohammad |
Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 19.2009, 2, p. 139-159
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Saudi-Arabien | Saudi Arabia |
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