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
| File | Size | Format | |
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| 50757_1.pdf | 259Kb | Adobe PDF | View |
| 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 |
| Date Available | 2011-11-11T07:22:59Z |
| 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 |
Please use this identifier to cite this record: http://hdl.handle.net/10072/22338
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