Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios
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Other versions of this item:
- Henry, Olan T & Sharma, John, 1999. "Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios," Australian Economic Papers, Wiley Blackwell, vol. 38(4), pages 393-406, December.
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More about this item
KeywordsSTOCKS ; SIZE OF ENTERPRISE;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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