Asymmetry in return reversals or asymmetry in volatilities?—New evidence from new markets

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

Access to Document

@article{0b8b59cae06b4ff49041c50a48e2ef54,

title = "Asymmetry in return reversals or asymmetry in volatilities?—New evidence from new markets",

author = "P Wang and P Wang",

year = "2011",

month = feb,

doi = "10.1080/14697681003712888",

language = "English",

volume = "11",

pages = "271--285",

journal = "Quantitative Finance",

issn = "1469-7688",

publisher = "Taylor and Francis Ltd.",

number = "2",

}