Clarifications on the Asymmetric Volatility Effect and Foreign Investors' Destabilizing Influence: Agents' Information Perception

Author:

Bruckner Robert

Publisher

Elsevier BV

Reference36 articles.

1. International Portfolio Choice and Corporate Finance: A Synthesis;Michael Adler;Journal of Finance,1983

2. Market Models; A Guide to Financial Data Analysis;Carol Alexander;The Only Game in Town,1971

3. Asymmetric Volatility and Risk in Equity Markets;Geert Bekaert;Journal of Financial Studies,2000

4. Studies in stock price volatility changes;Fischer Black;Proceedings of the 1976 Meeting of the Business and Economic Statistics Section,1976

5. The Pricing of Options and Corporate Liabilities;Fischer Black;Journal of Potilical Economy,1973

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