Stock returns and volatility: Evidence from select emerging markets

Review of Pacific Basin Financial Markets and Policies

Volumn 12, Issue 4, 2009, Pages 567-592

  Arora, Ravinder Kumar ^a   Das, Himadri ^a   Jain, Pramod Kumar ^b  

^a INTERNATIONAL MANAGEMENT INSTITUTE   (India)

^b INDIAN INSTITUTE OF TECHNOLOGY DELHI   (India)

Author keywords

Emerging markets; GARCH models; Stock returns; Volatility

Indexed keywords

CLUSTER ANALYSIS; ECONOMIC ANALYSIS; MARKET DEVELOPMENT; MEASUREMENT METHOD; NUMERICAL MODEL; STOCK MARKET;

EID: 76349091620     PISSN: 02190915     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219091509001757     Document Type: Article

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