Jarrett, Jeffrey E.; Klein, Alina F.; Kyper, Eric - In: Asian Journal of Empirical Research 3 (2013) 8, pp. 972-989
This research examined the time series characteristics of stock price indices for Hong Kong, Tokyo, New York (NYSE) and London (FTSE) equity markets or stock exchanges during the period of 1991 to 2012. Specifically, we calculate the rate of return and the volatility of return for all the...
