Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/21063
Title: Investors' trading behaviour and stock market volatility during crisis periods: A dual long-memory model for the Korean Stock Exchange
Authors: Caporale, GM
Karanasos, M
Yfanti, S
Kartsaklas, A
Keywords: financial crisis;foreign investors;individual investors;institutional investors;long memory;range-based volatility
Issue Date: 2020
Publisher: Wiley
Citation: International Journal of Finance and Economics, 2020
URI: http://bura.brunel.ac.uk/handle/2438/21063
ISSN: 1076-9307
Appears in Collections:Dept of Economics and Finance Embargoed Research Papers

Files in This Item:
File Description SizeFormat 
FullText.pdf361.57 kBAdobe PDFView/Open


Items in BURA are protected by copyright, with all rights reserved, unless otherwise indicated.