Modeling the intraday return volatility process in the Australian equity market: An examination of the role of information arrival in S&P/ASX 50 stocks

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Title Modeling the intraday return volatility process in the Australian equity market: An examination of the role of information arrival in S&P/ASX 50 stocks
Author Worthington, Andrew Charles; Higgs, Helen
Journal Name International Business Research
Year Published 2008
Place of publication Toronto
Publisher Canadian Centre of Science and Education
Peer Reviewed Yes
Published Yes
Alternative URI http://www.ccsenet.org/journal/index.php/ibr/article/view/996
Copyright Statement Copyright remains with the authors 2008. The attached file is reproduced here in accordance with the copyright policy of the publisher. For information about this journal please refer to the journal's website or contact the authors.
Volume 1
Issue Number 2
Page from 87
Page to 94
ISSN 1913-9004
Date Accessioned 2008-06-17
Language en_AU
Research Centre Griffith Asia Institute
Faculty Griffith Business School
Subject PRE2009-Finance
URI http://hdl.handle.net/10072/22338
Publication Type Journal Articles (Refereed Article)
Publication Type Code c1

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