Asymmetric and crash effects in stock volatility for the S and P 100 index and its constituents

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

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Item Type:
Journal Article
Journal or Publication Title:
Applied Financial Economics
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
ID Code:
43641
Deposited By:
Deposited On:
11 Jul 2011 18:02
Refereed?:
Yes
Published?:
Published
Last Modified:
01 Jan 2020 07:23