Asymmetry in Return Reversals or Asymmetry in Volatilities?

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@article{959962bf23784e92b5077f1fa66504f6,

title = "Asymmetry in Return Reversals or Asymmetry in Volatilities?",

author = "P Wang and P Wang",

year = "2011",

month = jan,

day = "1",

language = "English",

volume = "11",

pages = "271--285",

journal = "Quantitative Finance",

issn = "1469-7688",

publisher = "Taylor and Francis Ltd.",

number = "2",

}