| Tekijä: | Chortareas, G. McDermott, J. Ritsatos, T. |
| Otsikko: | Stock market volatility in an emerging market: further evidence from the Athens Stock Exchange |
| Lehti: | Journal of Business Finance and Accounting
2000 : SEP-OCT, VOL. 27:7&8, p. 983-1002 |
| Asiasana: | GREECE VOLATILITY EMERGENCY SERVICES |
| Kieli: | eng |
| Tiivistelmä: | The authors investigate the time series properties of the daily and weekly returns from the Athens Stock Exchange (ASE) index for the years 1987 to 1997. The authors investigate whether important time-series characteristics have changed significantly over time. The Greek market has recently undergone major changes including complete capital flow liberalization, the implementation of computerized trading, as well as significant increases in market volume and capitalization; the authors thus contrast 1987-90 and 1991-97 periods. |
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