NSU Research Contributions
Title : The information content of cross-sectional volatility for future market volatility: Evidence from Australian equity returns
Authors : Rahman, M.A.
| Journal Title: Frontiers in Finance and Economics | Volume Number: 4 | Publication Year : 2007 | Issue Number: 1 |
| Pages : 91-124 |
| Keywords: incremental information; conditional market volatility; cross-sectional volatility; stock turnover; multiple common factor sho |
