Price volatility of Indonesian stocks

Authors: Rosita P. C.; S. Ghon R.; Soedigno S.

Source: Pacific-Basin Finance Journal, Volume 3, Number 2, July 1995 , pp. 337-355(19)

Publisher: Elsevier

Keywords: Volatility; Serial dependence; Price reversals; Price continuations; [JEL classification codes] G15

Language: English

Document Type: Research article

DOI: http://dx.doi.org/10.1016/0927-538X(95)00012-A

Affiliations: 1: College of Business Administration, The University of Rhode Island, Kingston, RI 02881, USA

Publication date: 1995-07-01

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• By this author: Rosita P. C. ;  S. Ghon R. ;  Soedigno S.

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