The Asymmetric Impulse of the Sunshine Effect on Stock Returns and Volatilities
Year of publication: |
2010
|
---|---|
Authors: | Lee, Yuan-Ming ; Wang, Kuan-Min |
Published in: |
Amfiteatru Economic Journal. - Bucharest : The Bucharest University of Economic Studies, ISSN 2247-9104. - Vol. 12.2010, 28, p. 606-633
|
Publisher: |
Bucharest : The Bucharest University of Economic Studies |
Subject: | behavior finance | stock returns | stock volatility | Sunshine effect | Threshold model |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | hdl:10419/168700 [Handle] RePEc:aes:amfeco:v:12:y:2010:i:28:p:606-633 [RePEc] |
Classification: | C22 - Time-Series Models ; G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: |
-
The Asymmetric Impulse of the Sunshine Effect on Stock Returns and Volatilities
Lee, Yuan-Ming, (2010)
-
Lee, Yuan-Ming, (2011)
-
Koundouri, Phoebe, (2015)
- More ...
-
Lee, Yuan-Ming, (2008)
-
Wang, Kuan-Min, (2011)
-
Lee, Yuan-Ming, (2011)
- More ...