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Stock Return Volatility in Emerging Equity Market (Kse): The Relative Effects of Country and Global Factors
14 references·0 citing·40 second hopsampled
Stock Return Volatility in Emerging Equity Market (Kse): The Relative Effects of Country and Global Factors (2007)Stock Return Volatility in Emerging Equit…Correlation in price changes and volatility of major Latin American stock markets (1999)Correlation in price changes …Emerging equity market volatility (1997)Emerging equity market volati…Market Integration and Investment Barriers in Emerging Equity Markets (1995)Market Integration and Invest…Sources of risk and expected returns in global equity markets (1994)Sources of risk and expected …The World Price of Foreign Exchange Risk (1993)The World Price of Foreign Ex…The Risk and Predictability of International Equity Returns (1993)The Risk and Predictability o…Measuring and Testing the Impact of News on Volatility (1993)Measuring and Testing the Imp…The Pricing of Exchange Rate Risk in the Stock Market (1991)The Pricing of Exchange Rate …Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Stock Returns, Expected Returns, and Real Activity (1990)Stock Returns, Expected Retur…Stock Returns and Volatility (1990)Stock Returns and VolatilityWhy Does Stock Market Volatility Change Over Time? (1989)Why Does Stock Market Volatil…Macroeconomic information and stock prices (1987)Macroeconomic information and…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Bivariate garch estimation of the optimal commodity futures Hedge (1991)Inequality Constraints in the Univariate GARCH Model (1992)MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY (1994)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)An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)The Determinants of Firms' Hedging Policies (1985)Profitability of Momentum Strategies in the International Equity Markets (2000)Are Financial Assets Priced Locally or Globally? (2002)Stock prices and exchange rate dynamics (2005)International Portfolio Choice and Corporation Finance: A Synthesis (1983)The World Price of Covariance Risk (1991)Time-Varying World Market Integration (1995)Political Risk, Economic Risk, and Financial Risk (1996)Stock Market Openings: Experience of Emerging Economies (2000)Asset Prices in an Exchange Economy (1978)Expected stock returns and volatility (1987)Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations (1991)Idiosyncratic Risk Matters! (2003)There is a risk-return trade-off after all (2005)A Theory of the Term Structure of Interest Rates (1985)Predictable Risk and Returns in Emerging Markets (1994)Market Integration and Contagion (2005)Common Risk Factors in Currency Markets (2011)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)The Cross‐Section of Volatility and Expected Returns (2006)A long memory property of stock market returns and a new model (1993)Introductory Econometrics for Finance (2008)Asymmetric Volatility and Risk in Equity Markets (2000)Asymmetric correlations of equity portfolios (2002)Individualism and Momentum around the World (2010)
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References

  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • 1993Measuring and Testing the Impact of News on Volatility3,692 cited
  • 1989Why Does Stock Market Volatility Change Over Time?3,433 cited
  • 1997Emerging equity market volatility1,703 cited
  • 1990Stock Returns, Expected Returns, and Real Activity1,553 cited
  • 1993The Risk and Predictability of International Equity Returns1,065 cited
  • 1990Stock Returns and Volatility722 cited
  • 1991The Pricing of Exchange Rate Risk in the Stock Market613 cited
  • 1995Market Integration and Investment Barriers in Emerging Equity Markets600 cited
  • 1994Sources of risk and expected returns in global equity markets331 cited
  • 1987Macroeconomic information and stock prices192 cited
  • 1999Correlation in price changes and volatility of major Latin American stock markets114 cited
  • 1993The World Price of Foreign Exchange Risk44 cited

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