The Asymmetry of Stock Market Volatility: The Case of Iran
This paper uses daily data from the Tehran Stock Market (TSM) to illustrate the nature of stock market volatility in an undeveloped stock market. Although most studies suggest that a negative shock to stock prices will generate more volatility than a positive shock of equal magnitude there is no evi...
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| Główni autorzy: | , |
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| Format: | Artigo |
| Język: | Persa |
| Wydane: |
Allameh Tabataba'i University Press
2006-03-01
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| Seria: | فصلنامه پژوهشهای اقتصادی ایران |
| Hasła przedmiotowe: | |
| Dostęp online: | https://ijer.atu.ac.ir/article_3706_b945484cb4d64ce641a51fccfe713b1b.pdf |
| Etykiety: |
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