Announcement effects and asymmetric volatility in industry stock returns: Evidence from Taiwan

Emerging Markets Finance and Trade

Volumn 47, Issue 2, 2011, Pages 48-61

  Lee, Chih Wei ^a   Chang, Ming Jen ^b  

^a NATIONAL TAIPEI UNIVERSITY OF BUSINESS   (Taiwan)

^b NATIONAL DONG HWA UNIVERSITY   (Taiwan)

Author keywords

announcement effects; asymmetric volatility; stock returns; Taiwan Stock Exchange

Indexed keywords

EID: 79955589485     PISSN: 1540496X     EISSN: None     Source Type: Journal    
DOI: 10.2753/REE1540-496X470204     Document Type: Conference Paper

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