๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

An analysis of interday and intraday return volatility - evidence from the Korea Stock Exchange

โœ Scribed by Hyuk Choe; Hung Sik Shin


Book ID
116161625
Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
665 KB
Volume
1
Category
Article
ISSN
0927-538X

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


New evidence on expiration-day effects u
โœ M. Illueca; J. A. LaFuente ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 169 KB ๐Ÿ‘ 1 views

Additional evidence is provided on expiration effects in the Ibex 35 stock index futures market using realized volatility as proposed by T. G. Andersen, T. Bollerslev, F. X. Diebold, and P. Labys (2003). Findings reveal not only a significant increase in spot trading activity, but also the existence