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Applied Financial Economics Volume 18, 2008 - Issue 5
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Original Articles

The mean/volatility asymmetry in Asian stock markets

Yung-Shi Liau National Yunlin University of Science & Technology, Douliou, Taiwan
&
Jack J. W. Yang National Yunlin University of Science & Technology, Douliou, TaiwanCorrespondence[email protected]
Pages 411-419 | Published online: 07 Mar 2008

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Hsiang-Hsi Liu, Chun-Chou Wu & Yi Kai Su. (2012) The influence of direct cross-straits shipping on the smooth transition dynamics of stock volatilities of shipping companies. Applied Financial Economics 22:16, pages 1331-1342.
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Liang Ding, Hiroyoki Miyake & Hao Zou. (2011) Asymmetric correlations in equity returns: a fundamental-based explanation. Applied Financial Economics 21:6, pages 389-399.
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Imad Moosa & Sulaiman Al-Abduljader. (2010) A test of the news model of stock price determination in an emerging market: the case of Kuwait. Applied Financial Economics 20:5, pages 397-405.
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Yike Sun. Asymmetric effects of tariff news on the renminbi exchange rate volatility: evidence from the US–China trade war. Applied Economics Letters 0:0, pages 1-7.
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Articles from other publishers (6)

Berkan ATAŞ. (2022) Covid-19 Pandemisinin Asimetrik Volatilite Üzerinde Etkileri Uluslararası Hisse Senetleri Piyasası Üzerine Bir AraştırmaThe Effects of the Covıd-19 Pandemıc On Asymmetrıc Volatılıty: A Research On the Internatıonal Equıty Market. Anemon Muş Alparslan Üniversitesi Sosyal Bilimler Dergisi 10:3, pages 1037-1050.
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Berkan ATAŞ. (2022) Kripto Para Piyasalarının Covid-19 Pandemisinde Asimetrik Volatilite Karakteristiği. Anadolu Üniversitesi Sosyal Bilimler Dergisi 22:1, pages 121-136.
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Muhammad Usman Arshad, Fahad Najeeb Khan, Muhammad Ishfaq, Muhammad Nadir Shabbir & Syed Mehmood Raza Shah. (2020) The relevance of financial and economic informational environment: evidence from South Asian markets. Journal of Economic and Administrative Sciences 37:4, pages 711-729.
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Siqi Chen & Jinho Jeong. (2020) The Effects of the US-China Trade Dispute on the Asymmetric Volatility in the Stock Market: An Investigation of EGARCH Model Analysis. The Effects of the US-China Trade Dispute on the Asymmetric Volatility in the Stock Market: An Investigation of EGARCH Model Analysis.
Mukta Kanvinde & Muneer Shaik. (2020) Testing asymmetry in mean reversion based on high and low prices: Evidence from BRICS countries . Journal of Public Affairs.
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Pingping Wang & Jiajia Jiang. 2012. Advances in Information Technology and Industry Applications. Advances in Information Technology and Industry Applications 635 643 .

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