Return Volatility and Asymmetric News of Computer Industry stocks in Tehran Stock Exchange (TEX)
Mohammad Bahmani, Sayed Amir Sheikh Ahmadi & Bahram Sanginabadi · Journal of Scientific Research and Reports · 2014
According to leverage and volatility feedback effects there are relationships between the return and the risk of stocks in the stock markets. Using daily and weekly data of Computer industry index in Tehran stock Exchange (TEX), this study investigates both leverage and volatilit...
Open access
Research Article
10.9734/JSRR/2014/7965