Public Information Arrival and the Fisher Effect in Emerging Markets: Evidence from Stock and Bond Markets in Turkey

Ali Kutan and Tansu Aksoy

Journal of Financial Services Research, 2003, vol. 23, issue 3, 225-239

Keywords: Fisher effect; public information arrival; emerging markets; financial services; volatility; asymmetric GARCH models. (search for similar items in EconPapers)
Date: 2003
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (15)

Downloads: (external link)
http://hdl.handle.net/10.1023/A:1024671612784 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:kap:jfsres:v:23:y:2003:i:3:p:225-239

Ordering information: This journal article can be ordered from
http://www.springer.com/journal/10693

DOI: 10.1023/A:1024671612784

Access Statistics for this article

Journal of Financial Services Research is currently edited by Haluk Unal

More articles in Journal of Financial Services Research from Springer, Western Finance Association Contact information at EDIRC.
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().