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Volatility of stock returns: emerging and mature markets · Study

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ArticleVolatility of stock returns: emerging and mature markets

Richard A. Michelfelder2005

Article2005

Volatility of stock returns: emerging and mature markets

Richard A. Michelfelder · Saurin Pandya

26 citations·0/0 files stored·Managerial Finance

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1986Generalized autoregressive conditional heteroskedasticity 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 2016“Options, Futures, and Other Derivatives”1963The Variation of Certain Speculative Prices 1997The variation of certain speculative prices 1987Expected stock returns and volatility 2018The unpublished manuscript

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2008Analysis of volatility persistence in Middle East emerging equity markets 2009Stock Returns and Volatility: Evidence from Select Emerging Markets

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Year2005

Typearticle

Published2005-02-01

VenueManagerial Finance

ISSN-L0307-4358

Languageen

Citations26

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1108/03074350510769505

openalex_workW2013317411

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