Stock returns, seasonality and asymmetric conditional volatility in world equity markets

Applied Economics Letters

Volumn 8, Issue 4, 2001, Pages 263-268

  Balaban, Ercan ^a,b   Bayar, Asli ^a,c   Kan, Özgür Berk ^a,d  

^a Deniz Yatirim Dexia Group   (Turkey)

^b GOETHE UNIVERSITY   (Germany)

^c BILKENT UNIVERSITY   (Turkey)

^d STATE UNIVERSITY OF NEW YORK   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 4744357808     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/135048501750104051     Document Type: Article

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