Examining equity security investors' multi-asymmetric price adjustment behaviours via threshold models: an empirical study on four developed and three emerging Asian stock markets

Author: Li Ming-Yuan Leon   Lin Hsiou-Wei William  

Publisher: Inderscience Publishers

ISSN: 1460-6720

Source: International Journal of Services Technology and Management, Vol.6, Iss.6, 2005-07, pp. : 599-608

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Abstract