Stock Returns Volatility in an Emerging Market: The Pakistani Evidence
Year of publication: |
1999
|
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Authors: | Husain, Fazal ; UPPAL, Jamshed |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Stock Returns | Volatility | Pakistan | ARCH Models | Persistence |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Pakistan Journal of Applied Economics 1.15(1999): pp. 19-40 |
Classification: | G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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