The interaction and volatility asymmetry of unexpected returns in the greater China stock markets

Global Finance Journal

Volumn 11, Issue 1-2, 2000, Pages 129-149

  Yeh, Yin Hua ^a   Lee, Tsun Siou ^b  

^a FU JEN CATHOLIC UNIVERSITY   (Taiwan)

^b NATIONAL TAIWAN UNIVERSITY   (Taiwan)

Author keywords

G12; G14; G15; Information transmission; Return interaction; The Greater China stock markets; Volatility asymmetry

Indexed keywords

EID: 0042913394     PISSN: 10440283     EISSN: None     Source Type: Journal    
DOI: 10.1016/s1044-0283(00)00014-4     Document Type: Article

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