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Keywords = News Impact Curve

Number of Articles: 1
The Asymmetry of Stock Market Volatility: The Case of Iran

Mohsen Mehrara; Ghahreman Abdoli

Volume 8, Issue 26 , April 2006, , Pages 25-40

Abstract
  This paper uses daily data from the Tehran Stock Market (TSM) to illustrate the nature of stock market volatility in an undeveloped stock market. Although most studies suggest that a negative shock to stock prices will generate more volatility than a positive shock of equal magnitude there is no evidence ...  Read More