Analysis of Political News in the Greek Stock Market

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Analysis of Political News in the Greek Stock Market

This research paper examined the relationship between political news and stock market returns and volatility in the Greek stock market using the EGARCH in mean framework. The APARCH model is also utilised in order to capture the persistence effect of news. In order to carry out this investigation da...

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Bibliographic Details
Main Author:	Takkides, Themistoklis
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2013
Online Access:	https://eprints.nottingham.ac.uk/26651/

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