Lithuanian stock market analysis using a set of Garch models
This article analyses the main factors that influence stock price volatility. The author offers a three‐stage system for explaning a set of stock price volatility factors. The main point is to pay attention to investor's psychology as the main factor of price volatility. For practical analysis...
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| Format: | Article |
| Language: | English |
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Vilnius Gediminas Technical University
2009-12-01
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| Series: | Journal of Business Economics and Management |
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| Online Access: | https://journals.vgtu.lt/index.php/JBEM/article/view/6247 |