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The effect of financial liberalization on stock-return volatility in GCC markets
16 references·0 citing·33 second hop
The effect of financial liberalization on stock-return volatility in GCC markets (2011)The effect of financial liberalization on…A New Measure of Financial Openness (2008)A New Measure of Financial Op…The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970–2004 (2007)The external wealth of nation…R2 around the world: New theory and new tests☆ (2005)R2 around the world: New theo…Modeling and Forecasting Realized Volatility (2003)Modeling and Forecasting Real…Range‐Based Estimation of Stochastic Volatility Models (2002)Range‐Based Estimation of Sto…The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)The information content of st…Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Stock Market Liberalization, …Foreign Speculators and Emerging Equity Markets (2000)Foreign Speculators and Emerg…The Correlates of Change in International Financial Regulation (1997)The Correlates of Change in I…Emerging equity market volatility (1997)Emerging equity market volati…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Alternative models for conditional stock volatility (1990)Alternative models for condit…A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Risk, Return, and Equilibrium: Empirical Tests (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Law and Finance (1998)Does board gender diversity improve the informativeness of stock prices? (2011)Understanding commonality in liquidity around the world (2011)Stock price synchronicity, crash risk, and institutional investors (2013)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)The Framing of Decisions and the Psychology of Choice (1981)The Limits of Arbitrage (1995)The Cross‐Section of Volatility and Expected Returns (2006)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Multivariate Simultaneous Generalized ARCH (1995)What matters for financial development? Capital controls, institutions, and interactions (2005)Capital flow waves: Surges, stops, flight, and retrenchment (2012)Capital flows, push versus pull factors and the global financial crisis (2012)Exchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?* (2019)Coherent Measures of Risk (1999)A Simple Approximate Long-Memory Model of Realized Volatility (2008)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)A Contribution to the Theory of Economic Growth (1956)Increasing Returns and Long-Run Growth (1986)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Econometric Analysis of Cross Section and Panel Data (2001)Redistribution, Inequality, and Growth (2014)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)
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References

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  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
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  • 1990Alternative models for conditional stock volatility

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1,272 cited
  • 2002Range‐Based Estimation of Stochastic Volatility Models1,215 cited
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