Journal of Mathematical Finance

Vol.8 No.3(2018), Paper ID 86689, 23 pages

DOI:10.4236/jmf.2018.83037

 

Asymmetric Response of Public Utility Stock Returns Volatility to Up and Down Markets and Deregulation

 

Richard A. Michelfelder

 

School of Business, Rutgers University, Camden, NJ, USA

 

Copyright © 2018 Richard A. Michelfelder et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Michelfelder, R. (2018) Asymmetric Response of Public Utility Stock Returns Volatility to Up and Down Markets and Deregulation. Journal of Mathematical Finance, 8, 576-598. doi: 10.4236/jmf.2018.83037.

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