Nguyen, Tho; Ngo, Chau - In: Journal of Risk Finance 15 (2014) March, pp. 149-179
also collect daily opening and closing data of 12 Asian stock markets. Following Dow Jones classification, the authors … responses in the Asian stock markets. Originality/value – The authors fill a gap in the extant literature in investigating the … higher conditional mean and lower conditional variance of the Asian stock market returns, in general. Second, the Asian stock …