What are returns outside trading hours capturing for volatility of individual stocks?
Xunxiao Wang, Xundi Diao and Yixiang Chen
| Year of publication: |
December 2016
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|---|---|
| Authors: | Wang, Xunxiao ; Diao, Xundi ; Chen, Yixiang |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 23.2016, 16/18, p. 1121-1124
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| Subject: | Volatility | additional leverage effects | additional volatilities | firm heterogeneity | Volatilität | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2015.1042138 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011701633