Please use this identifier to cite or link to this item:
|Title:||Investors' trading behaviour and stock market volatility during crisis periods: A dual long-memory model for the Korean Stock Exchange|
|Keywords:||financial crisis;foreign investors;individual investors;institutional investors;long memory;range-based volatility|
|Citation:||International Journal of Finance and Economics, 2020|
|Appears in Collections:||Dept of Economics and Finance Embargoed Research Papers|
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