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
Journal Title
International Business Research
Volume
1
Issue
2
Copyright Statement
© The Author(s) 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.
Subject
Accounting, Auditing and Accountability
Banking, Finance and Investment
Business and Management