Back to matchesWe found a matchYour institution may have access to this item. Find your institution then sign in to continue.TitleAustralian stock market volatility: 1875-1987.AuthorsKearns, P.; Pagan, A. R.AbstractInvestigates the volatility of monthly Australian stock returns from 1875-1987. Answers if stylized facts in the United States also apply in Australia; Similarities and differences; Evidences of assymetry and persistence of shocks in volatility.SubjectsAUSTRALIA; STOCK exchangesPublicationEconomic Record, 1993, Vol 69, Issue 205, p163ISSN0013-0249Publication typeArticleDOI10.1111/j.1475-4932.1993.tb01811.x