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

Full text not available from this repository.

Item Type:

Journal Article

Journal or Publication Title:

Applied Financial Economics

Uncontrolled Keywords:

/dk/atira/pure/subjectarea/asjc/2000/2003

Subjects:

?? financeeconomics and econometricsdiscipline-based research ??

Departments:

Lancaster University Management School > Accounting & Finance

ID Code:

43641

Deposited By:

ep_importer_pure

Deposited On:

11 Jul 2011 18:02

Refereed?:

Yes

Published?:

Published

Last Modified:

15 Jul 2024 11:48

URI:

https://eprints.lancs.ac.uk/id/eprint/43641