"The Impact of Trades on Asymmetric Volatility in Nasdaq-100 Index Figures" by Yiuman Tse

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The Impact of Trades on Asymmetric Volatility in Nasdaq-100 Index Figures

Managerial Finance (2012)

Yiuman Tse, University of Missouri-St. Louis
Jullavut Kittiakarasakun, University of Texas at San Antonio
George H. K. Wang, George Mason University

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Disciplines

Business

Publication Date

August, 2012

Citation Information

Yiuman Tse, Jullavut Kittiakarasakun and George H. K. Wang. "The Impact of Trades on Asymmetric Volatility in Nasdaq-100 Index Figures" Managerial Finance Vol. 38 (2012) p. 752 - 767
Available at: http://works.bepress.com/yiuman-tse/31/