Are Shares More Volatile during the Global Financial Crisis?
This research empirically identifies price jump phenomenon of heavily traded New Zealand shares focusing on the period of GFC2008. Specifically, this paper confirms the hypothesis that the price jump behaviour does not change during the recent financial turbulence. To achieve this goal, the study us...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
2016
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |