Volatility spillover around price limits in an emerging market
Year of publication: |
2021
|
---|---|
Authors: | Aktas, Osman Ulas ; Kryzanowski, Lawrence ; Zhang, Jie |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 39.2021, p. 1-8
|
Subject: | Cross-listed | Emerging stock market | Price limits | Same-day news | Volatility spillover | Volatilität | Volatility | Schwellenländer | Emerging economies | Spillover-Effekt | Spillover effect | Börsenkurs | Share price | Aktienmarkt | Stock market | Finanzmarktregulierung | Financial market regulation | Internationaler Finanzmarkt | International financial market |
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