Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries

Thampanya, N, Wu, J, Nasir, MA orcid.org/0000-0003-2779-5854 et al. (1 more author) (2020) Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries. Journal of International Financial Markets, Institutions and Money, 65. 101193. ISSN 1042-4431

Abstract

Metadata

Item Type: Article
Authors/Creators:
Keywords: Fundamental factors ; Behavioural factors; Stock return volatility; EGARCH model; ARDL model; ASEAN-5
Dates:
  • Published: March 2020
  • Published (online): 12 April 2020
  • Accepted: 28 February 2020
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Business (Leeds) > Economics Division (LUBS) (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 03 Mar 2022 12:39
Last Modified: 03 Mar 2022 12:39
Status: Published
Publisher: Elsevier
Identification Number: 10.1016/j.intfin.2020.101193
Open Archives Initiative ID (OAI ID):

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