Are News Effects Necessarily Asymmetric? Evidence from Bangladesh Stock Market
The primary objective of this paper is to empirically examine the nature and statistical significance of the news effect on conditional volatility of unpredictable components of stock returns. Daily stock return data of 12 local and multinational companies on Dhaka Stock Exchange Ltd., Bangladesh, f...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SAGE Publishing
2022-10-01
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| Series: | SAGE Open |
| Online Access: | https://doi.org/10.1177/21582440221127157 |