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NEXUS BETWEEN ASYMMETRIC INFORMATION AND STOCK MARKET VOLATILITY: EVIDENCE FROM SRI LANKA

Hewamana, H M R R; Siriwardhane, D R J; Rathnayake, R M A K (2022)

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Author
- Hewamana, H M R R (1)
- Rathnayake, R M A K (1)
- Siriwardhane, D R J (1)
Subject
- Asymmetric information, Stock volatility, Macroeconomic volatility determinants, EGARCH (1)
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Date Issued
- 2022 (1)