Asian Review of financial Research

Asian Review of Financial Research Vol.16 No.2 pp.31-65

Study on Determinants of the Asymmetric Volatility in Stock Return

Jong-Cook Byun Associate Professor, School of Management, Yeungnam University
Jung-Il Jo Researcher, The University-Industry Research Institute
Ki-Woong Cheong Associate Professor, School of Management, Keimyung University

Key Words : 비대칭적 변동성,레버리지 효과,변동성 환류효과,정보 비효율성,잡음

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