Modelling regulatory change v's volume of trade effects in HSIF and HSI volatility: a note

Gannon, Gerard and Au-Yeung, Siu Pang 2007, Modelling regulatory change v's volume of trade effects in HSIF and HSI volatility: a note, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic..

Attached Files
Name Description MIMEType Size Downloads

Title Modelling regulatory change v's volume of trade effects in HSIF and HSI volatility: a note
Author(s) Gannon, Gerard
Au-Yeung, Siu Pang
Publication date 2007
Series School Working Paper - Accounting/Finance Series ; SWP 2007/06
Total pages 17
Publisher Deakin University, School of Accounting, Economics and Finance
Place of publication Geelong, Vic.
Keyword(s) Regulatory change
Multivariate Volatility
Volume of Trade
G14
Volume of Trade.
RePEc:dkn:econwp:aef_2007_06
Language eng
HERDC Research category CN.1 Other journal article
Copyright notice ©2007, The Authors
Persistent URL http://hdl.handle.net/10536/DRO/DU:30106904

Document type: Report
Collection: RePEc Working Papers
Connect to link resolver
 
Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved.

Versions
Version Filter Type
Citation counts: TR Web of Science Citation Count  Cited 0 times in TR Web of Science
Scopus Citation Count Cited 0 times in Scopus
Google Scholar Search Google Scholar
Access Statistics: 6 Abstract Views, 1 File Downloads  -  Detailed Statistics
Created: Fri, 16 Mar 2018, 12:00:07 EST

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.