Trading with asymmetric volatility spillovers

Journal of Business Finance and Accounting

Volumn 34, Issue 9-10, 2007, Pages 1548-1568

  Pardo, Angel ^a   Torró, Hipòlit ^a  

^a UNIVERSITY OF VALENCIA   (Spain)

Author keywords

Asymmetric volatility; Large and small firms; Trading rules; Volatility contagion

Indexed keywords

EID: 34548598921     PISSN: 0306686X     EISSN: 14685957     Source Type: Journal    
DOI: 10.1111/j.1468-5957.2007.02029.x     Document Type: Article

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