The Impact of Major Events on Equity Prices: Evidence from the Hong Kong Stock Exchange
碩士 === 國立東華大學 === 經濟學系 === 99 === This study investigates the effects of sudden changes precipitated by major events on the volatility clustering and asymmetric volatility of equity returns in the Hong Kong Stock Exchange (HKEX). Using the iterated cumulative sums of squares algorithm, we find a num...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/76093954845861025538 |