| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5083907 | International Review of Economics & Finance | 2012 | 16 Pages |
Abstract
Our results indicated that stock price volatility is influenced more by bad and/or good news than by large and/or small news. Specifically, the threshold effects are not statistically significant, while the asymmetric effects are strong and significant statistically.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Athanasios Koulakiotis, Nikos Kartalis, Katerina Lyroudi, Nicholas Papasyriopoulos,