Volatility and information flows in emerging equity market: A case of the Korean Stock Exchange

International Review of Financial Analysis

Volumn 9, Issue 4, 2000, Pages 405-420

  Pyun, Chong Soo ^a   Lee, Sa Young ^b   Nam, Kiseok ^c  

^a UNIVERSITY OF MEMPHIS   (United States)

^b Chungbuck National University   (South Korea)

^c TEXAS A AND M UNIVERSITY COMMERCE   (United States)

Author keywords

C33; Emerging market; Equity market; G14; G15; GARCH; Volatility

Indexed keywords

EID: 0042829727     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1057-5219(00)00037-5     Document Type: Article

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