Al‐Khouri, Ritab; Abdallah, Abdulkhader - In: International Journal of Islamic and Middle Eastern … 5 (2012) 2, pp. 106-115
Purpose – The purpose of this paper is to examine whether stock market liberalization creates excess stock return volatility in the Qatar Exchange (QSC). Design/methodology/approach – The study utilizes two methods, simple analysis of variance and the EGARCH model with dummy variables....