Price limits and stock market volatility in the athens stock exchange

European Financial Management

Volumn 5, Issue 1, 1999, Pages 69-84

  Phylaktis, Kate ^a   Kavussanos, Manolis ^a   Manalis, Gikas ^b  

^a CITY UNIVERSITY   (United Kingdom)

^b BANK OF GREECE   (Greece)

Author keywords

ARCH GARCH modelling; Athens stock exchange; Emerging capital markets; Price limits and volatility

Indexed keywords

EID: 80053256245     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/1468-036X.00080     Document Type: Article

References (0)