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- W2112423825 abstract "We provide evidence of the nature of the transmission of volatility within the UK stock market. We find a distinct asymmetry in that shocks to the return volatility of a portfolio of relatively large firms influence the future volatility of a portfolio of relatively small firms, but find that the reverse is not the case. The characteristics of the volatility process suggest that this result is not caused by thin trading." @default.
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- W2112423825 date "1996-06-01" @default.
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- W2112423825 title "Volatility transmission in the UK equity market" @default.
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- W2112423825 doi "https://doi.org/10.1080/13518479600000002" @default.
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