Variation in stock return risks: An international comparison

Review of Pacific Basin Financial Markets and Policies

Volumn 12, Issue 2, 2009, Pages 245-266

  Chiou, Wan Jiun Paul ^a   Lee, Alice C ^b   Lee, Cheng Few ^c,d  

^a SHIPPENSBURG UNIVERSITY   (United States)

^b Rutgers University ^*  (United States)

^c RUTGERS UNIVERSITY   (United States)

^d KAINAN UNIVERSITY   (Taiwan)

Author keywords

Conditional volatility; GARCH; International market systematic risk; JEL Classification: C12; JEL Classification: F36; JEL Classification: G15; Mann Whitney test

Indexed keywords

DEVELOPING WORLD; GEOGRAPHICAL VARIATION; INTERNATIONAL COMPARISON; RISK ASSESSMENT; STOCK MARKET; TIME SERIES ANALYSIS;

EID: 68349087881     PISSN: 02190915     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219091509001666     Document Type: Article

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