Browsing Faculté des arts et des sciences – Département de philosophie - Travaux et publications by Subject "volatility asymmetry property"
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Return and Volatility performance comparison of Ethical and Non-ethical publicly-listed financial services companies
(Centre de recherche en éthique, 2016-01-07)This study compares return and volatility performance of ethical and non-ethical publicly- listed financial companies through their long-memory and volatility asymmetry properties. The paper finds that the volatility of the daily stock price returns ...