Predicting stock volatility using after-hours information: Evidence from the NASDAQ actively traded stocks

✍ Scribed by Chun-Hung Chen; Wei-Choun Yu; Eric Zivot

• Book ID: 113648225
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 644 KB
• Volume: 28
• Category: Article
• ISSN: 0169-2070
• DOI: 10.1016/j.ijforecast.2011.04.005