The impact of good news and bad news on South Africa’s sectoral stock return volatility: an asymmetric GARCH analysis
This study explores the impact of good news and bad news on South Africa’s sectoral stock return volatility using an asymmetric GARCH analysis. Understanding the different impact of news on stock return volatility in different economic sectors has important implications for investors’ risk managemen...
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| Format: | Others |
| Language: | English |
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Rhodes University
2017
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| Online Access: | http://hdl.handle.net/10962/6425 |