Stock index reaction to large price changes: Evidence from major Asian stock indexes

Khelifa Mazouz, Nathan Lael Joseph, Clement Palliere
  • Pacific-Basin Finance Journal, September 2009, Elsevier
  • DOI: 10.1016/j.pacfin.2008.11.001

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http://dx.doi.org/10.1016/j.pacfin.2008.11.001

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