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 …

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 …

GARCH Model for determining the impact of FIIs on share market return and volatility, respectively. The results show that … volatility of Indian stock market as well as its return has declined after opening the stock market for FIIs. …

definitions of volatility show that the empirical scaling law in every stock market is a power law. This power law holds from 2 to … volatility. This finding indicates that the stock returns may have a multifractal nature. …