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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
ISSN: 1076-9307
Appears in Collections:Dept of Economics and Finance Embargoed Research Papers

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