Response asymmetries in Asian stock markets

Review of Pacific Basin Financial Markets and Policies

Volumn 8, Issue 4, 2005, Pages 637-657

  Doong, Shuh Chyi ^a   Yang, Sheng Yung ^a   Chiang, Thomas C ^b  

^a NATIONAL CHUNG HSING UNIVERSITY   (Taiwan)

^b DREXEL UNIVERSITY   (United States)

Author keywords

Asian stock markets; Asymmetries; Feedback trading; Stock return; Volatility

Indexed keywords

CAPITAL FLOW; INVESTMENT; STOCK MARKET;

ASIA; EURASIA;

EID: 28944441924     PISSN: 02190915     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219091505000592     Document Type: Article

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