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Volatility of stock returns: emerging and mature markets
16 references·2 citing·24 second hop
Volatility of stock returns: emerging and mature markets (2005)Volatility of stock returns: emerging and…The unpublished manuscript (2018)The unpublished manuscript“Options, Futures, and Other Derivatives” (2016)“Options, Futures, and Other …International Economic Review (2010)International Economic ReviewAutoregressive Conditional Skewness (1999)Autoregressive Conditional Sk…Distributional Characteristics of Emerging Market Returns and Asset Allocation (1998)Distributional Characteristic…The variation of certain speculative prices (1997)The variation of certain spec…Emerging equity market volatility (1997)Emerging equity market volati…Autoregressive Conditional Density Estimation (1994)Autoregressive Conditional De…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Correlations in Price Changes and Volatility across International Stock Markets (1990)Correlations in Price Changes…International Transmission of Stock Market Movements (1989)International Transmission of…Volatility persistence and stock valuations: Some empirical evidence using garch (1988)Volatility persistence and st…Expected stock returns and volatility (1987)Expected stock returns and vo…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…The Variation of Certain Speculative Prices (1963)The Variation of Certain Spec…Stock Returns and Volatility: Evidence from Select Emerging Markets (2009)Stock Returns and Volatility:…Analysis of volatility persistence in Middle East emerging equity markets (2008)Analysis of volatility persis…Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Illiquidity and stock returns: cross-section and time-series effects (2002)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Multivariate Simultaneous Generalized ARCH (1995)The Behavior of Stock-Market Prices (1965)Transmission of Volatility between Stock Markets (1990)Fundamentals and Stock Returns in Japan (1991)Asymmetric Volatility and Risk in Equity Markets (2000)An Engine, Not a Camera (2006)Facts and Fantasies about Commodity Futures (2006)Introductory Econometrics for Finance (2008)ARCH modeling in finance (1992)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)The Cross‐Section of Volatility and Expected Returns (2006)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Option pricing when underlying stock returns are discontinuous (1976)The Investment Model Scale: Measuring commitment level, satisfaction level, quality of alternatives, and investment size (1998)The Moral Foundations of Trust (2005)A set-theoretic approach to organizational configurations (2007)Asymmetric correlations of equity portfolios (2002)Individualism and Momentum around the World (2010)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)
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References

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  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
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  • 1998Distributional Characteristics of Emerging Market Returns and Asset Allocation

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Cited by

  • 2008Analysis of volatility persistence in Middle East emerging equity markets22 cited
  • 2009Stock Returns and Volatility: Evidence from Select Emerging Markets22 cited