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..

Attached Files
Name Description MIMEType Size Downloads

Title An analysis of firm and market volatility
Author(s) Sharma, Susan Sunila
Narayan, Paresh KumarORCID iD for Narayan, Paresh Kumar
Zheng, XinweiORCID iD for Zheng, Xinwei
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
Notes This working paper was later published in the journal 'Economic Systems' and is available online:
Language eng
HERDC Research category CN.1 Other journal article
Related work DU:30065090
Copyright notice ©2011, The Authors
Persistent URL

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

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: 20 Abstract Views, 4 File Downloads  -  Detailed Statistics
Created: Mon, 19 Mar 2018, 13:39:09 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