Initial Public Offering Effects on Volatility in US Stock Market
This paper aims to investigate the effect of Initial Public Offerings (IPOs) on stock market volatility in the United States using the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model. The study utilizes daily data from January 2020 to October 2022 on the Standard & Poor&#...
| Päätekijät: | , |
|---|---|
| Aineistotyyppi: | Artikkeli |
| Kieli: | English |
| Julkaistu: |
Collaboration (Ömer ÖZKAN, Murat Çemberci, Mustafa Emre Civelek, Nagehan Uca, Okşan Kibritçi)
2023-06-01
|
| Sarja: | Journal of International Trade, Logistics and Law |
| Aiheet: | |
| Linkit: | http://www.jital.org/index.php/jital/article/view/365 |