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

Yiuman Tse; Jullavut Kittiakarasakun; George H. K. Wang

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

Yiuman Tse
, Jullavut Kittiakarasakun
, George H. K. Wang

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Managerial Finance
Volume	38
State	Published - Aug 2012

Disciplines

Business

Cite this

@article{4621907d8d8a4b13b318c2e198a5c92a,

title = "The Impact of Trades on Asymmetric Volatility in Nasdaq-100 Index Figures",

author = "Yiuman Tse and Jullavut Kittiakarasakun and Wang, \{George H. K.\}",

note = "The date on your computer is in the past. If your computer's clock shows a date before 1 Jan 1970, the browser will automatically forget the cookie. To fix this, set the correct time and date on your computer.",

year = "2012",

month = aug,

language = "American English",

volume = "38",

journal = "Managerial Finance",

}

TY - JOUR

T1 - The Impact of Trades on Asymmetric Volatility in Nasdaq-100 Index Figures

AU - Tse, Yiuman

AU - Kittiakarasakun, Jullavut

AU - Wang, George H. K.

N1 - The date on your computer is in the past. If your computer's clock shows a date before 1 Jan 1970, the browser will automatically forget the cookie. To fix this, set the correct time and date on your computer.

PY - 2012/8

Y1 - 2012/8

UR - https://www.emeraldinsight.com/doi/abs/10.1108/03074351211239388

M3 - Article

VL - 38

JO - Managerial Finance

JF - Managerial Finance

ER -

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

Disciplines

Other files and links

Cite this