Stock market liberalization and return volatility: Evidence from the emerging market of Sri Lanka
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Huo, Rui & Ahmed, Abdullahi D., 2017. "Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect," Economic Modelling, Elsevier, vol. 61(C), pages 260-272.
- repec:eee:riibaf:v:42:y:2017:i:c:p:544-558 is not listed on IDEAS
- Miralles-Quirós, José Luis & Daza-Izquierdo, Julio, 2015. "Do DOW returns really influence the intraday Spanish stock market behavior?," Research in International Business and Finance, Elsevier, vol. 33(C), pages 99-126.
More about this item
KeywordsLiberalization Volatility GARCH and TGARCH models Emerging markets;
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