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Analysis of Idiosyncratic Volatility Effect on Expected Return on Stock that Listed in Indonesia Stock Exchange in 2006-2010

Chandra, Inav - 2013

expected return in Indonesia Stock Exchange (ISE). The idiosyncratic risk is proxy by idiosyncratic volatility, realized and …

Persistent link: https://www.econbiz.de/10013075625

Indonesian stock market volatility : GARCH model

Endri, Endri; Abidin, Zaenal; Simanjuntak, Torang P.; … - In: Montenegrin journal of economics 16 (2020) 2, pp. 7-17

Persistent link: https://www.econbiz.de/10012265222

Realized Volatility and Liquidity in the Indonesia Stock Exchange

Fleureta, Risca - 2013

This study is conducted to shed more lights on the relationship between volatility and liquidity in the Indonesia Stock … pricing in Indonesia stock market …

Persistent link: https://www.econbiz.de/10013086433

Share return volatility during the COVID-19 pandemic in the Indonesia Stock Exchange

Fordian, Dian; Sam'un Jaja Raharja - In: International journal of trade and global markets 17 (2023) 3/4, pp. 307-318

Persistent link: https://www.econbiz.de/10014313088

Stock market volatility : comparison between Dhaka stock exchange and Chittagong stock exchange

Islam, Md. Ariful; Islam, Md. Rayhan; Siddiqui, … - In: International journal of economics, finance and … 2 (2014) 1, pp. 43-52

Persistent link: https://www.econbiz.de/10010382141

Stylized facts of the statistical properties of risk and return of the Dhaka Stock Exchange : 1991-2015

Iqbal, Kazi; Shahana, Siban - In: The Bangladesh development studies : the journal of the … 42 (2019) 4, pp. 83-109

Persistent link: https://www.econbiz.de/10012665548

Stock Market Volatility : a case study of the Botswanan Stock Exchange (BSE)

Simbarashe, M.; Tobedza, G.; Swami, B. N. - In: Research bulletin / The Institute of Cost Accountants … 42 (2016) 1, pp. 213-222

Persistent link: https://www.econbiz.de/10011622286

Which model performs better while forecasting stock market volatility? : answer for Dhaka Stock Exchange (DSE)

Abdullah, S. M.; Kabir, Mohammod Akbar; Jahan, Kawsar; … - In: Theoretical economics letters 8 (2018) 14, pp. 3203-3222

Persistent link: https://www.econbiz.de/10011955144

Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models

Nilchi, Moslem; Farid, Daryush; Peymany, Moslem; … - In: Iranian journal of finance 7 (2023) 3, pp. 1-24

Persistent link: https://www.econbiz.de/10014429053

Simultaneity and asymmetry of returns and volatilities : the emerging Baltic States’ stock exchanges

Brännäs, Kurt; Gooijer, Jan G. de; Lönnbark, Carl; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10009521663

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