In the age of globalization, it has become very important to find out the economic and non-variables which are significantly responsible for volatility in stock markets. Investors have become largely sensitive to these factors which results in change their investment strategy at the time of...

This article investigates the presence of conditional heteroskedasticity in time series of US stock market returns, and the asymmetric effect of good and bad news on volatility. Further, the study also analyzes the relationship between stock returns and conditional volatility, and standard...

This article investigates the asymmetric nature of US stock market return and effect of heteroskedasticity on stock return volatility. Further, this study also analyzes the relationship between stock returns and conditional volatility, and standard residuals. The monthly opening and closing...