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On Risk and Return in MENA Capital Markets · Study

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PreprintOn Risk and Return in MENA Capital Markets

Eric C. Girard2003

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Preprintgreen2003

On Risk and Return in MENA Capital Markets

Eric C. Girard · Mohamed Aboelhamd Omran · Tarek S. Zaher

19 citations·0/0 files stored·SSRN Electronic Journal

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

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References

1992The Cross-Section of Expected Stock Returns 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1985Does the Stock Market Overreact?1986Economic Forces and the Stock Market 1995Multivariate Simultaneous Generalized ARCH 1987Expected stock returns and volatility 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances 1988A Capital Asset Pricing Model with Time-Varying Covariances

Cited by

2012International Business 2011Does stock market development always improve firm-level financing? Evidence from Tunisia 2016How Homogeneous are the Stock Markets of the Middle East and North Africa

Details

Year2003

Typepreprint

Published2003-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations19

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.2139/ssrn.420244

openalex_workW3125664992

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