Warren G. Dean

Monash University - Department of Accounting

Building 11E

Clayton, Victoria 3800

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

507

CITATIONS

2

Scholarly Papers (2)

1.

Asymmetric Covariance, Volatility and the Impact of News

EFMA 2001 Lugano Meetings
Number of pages: 53 Posted: 21 Mar 2001
Warren G. Dean and Robert W. Faff
Monash University - Department of Accounting and University of Queensland
Downloads 507 (53,339)
Citation 2

Abstract:

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2.

Asymmetric Covariance, Volatility, and the Effect of News

Journal of Financial Research, Forthcoming
Posted: 25 Jan 2004
Warren G. Dean and Robert W. Faff
Monash University - Department of Accounting and University of Queensland

Abstract:

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Covariance, beta, volatility feedback