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An analysis of firm and market volatility

Sharma, Susan Sunila, Narayan, Paresh Kumar and Zheng, Xinwei 2011, An analysis of firm and market volatility, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic..

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Title An analysis of firm and market volatility
Author(s) Sharma, Susan Sunila
Narayan, Paresh KumarORCID iD for Narayan, Paresh Kumar orcid.org/0000-0001-5970-4609
Zheng, XinweiORCID iD for Zheng, Xinwei orcid.org/0000-0001-5970-4609
Publication date 2011
Series School Working Paper - Financial Econometrics Series ; SWP 2011/02
Total pages 43
Publisher Deakin University, School of Accounting, Economics and Finance
Place of publication Geelong, Vic.
Keyword(s) Volatility
Size Effects
Firms
Market
RePEc:dkn:econwp:fe_2011_02
Notes This working paper was later published in the journal 'Economic Systems' and is available online: http://doi.org/10.1016/j.ecosys.2013.12.003
Language eng
HERDC Research category CN.1 Other journal article
Related work DU:30065090
Copyright notice ©2011, The Authors
Persistent URL http://hdl.handle.net/10536/DRO/DU:30106939

Document type: Report
Collection: RePEc Working Papers
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