investigates the issue of QSC liberalization and volatility. The authors believe that QSC has its own unique characteristics, and …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 …

The paper analyses the impact of financial liberalization and reform in emerging markets on the dynamics of capital … liberalization, combined with the cost of absorbing large inflows in emerging eonomies, leads to rich dynamics of capital flows and …, if investors have incomplete information about new emerging markets, and learn over time, there can be high volatility of …

valuation of the asset at any given time. However, most models for forecasting the return or volatility of assets completely … Australian markets which show that this model improves high frequency volatility forecasts. This is most evident for news which …

show that the variance of returns varies over time and that the ARCH and GARCH models capture the volatility persistence. …

compared and estimated with daily Iran stock return data. Diagnostic tests imply the asymmetry of the volatility response to …