Poon, S and Taylor, S J and Blair, B J (2002) Asymmetric and crash effects in stock volatility for the S and P 100 index and its constituents. Applied Financial Economics, 12. pp. 319-329. ISSN 0960-3107
Full text not available from this repository.| Item Type: | Article |
|---|---|
| Journal or Publication Title: | Applied Financial Economics |
| Subjects: | UNSPECIFIED |
| Departments: | Lancaster University Management School > Accounting & Finance |
| ID Code: | 43641 |
| Deposited By: | ep_importer_pure |
| Deposited On: | 11 Jul 2011 19:02 |
| Refereed?: | Yes |
| Published?: | Published |
| Last Modified: | 26 Jul 2012 18:50 |
| Identification Number: | |
| URI: | http://eprints.lancs.ac.uk/id/eprint/43641 |
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