The selectivity corrected market model and heteroscedasticity in stock returns: Volume versus GARCH revisited

Robert Darren Brooks, Robert Faff, Tim R L Fry, Emma Newton

Research output: Contribution to journalArticleResearchpeer-review

Original languageEnglish
Pages (from-to)192 - 201
Number of pages10
JournalAccounting Research Journal
Volume17
Issue number2
Publication statusPublished - 2004

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