reservations about the impact of foreign speculators on both expectedquot; returns and market volatility. We propose a cross … depositary receipts country funds and other financial instruments, in an extranational market and market volatility in emerging … statistically weak. The effects on volatility and correlation are less robust.quot …

reservations about the impact of foreign speculators on both expected" returns and market volatility. We propose a cross … receipts country funds and other financial instruments, in an extranational market and market volatility in emerging equity … volatility and correlation are less robust." …

This study evaluates the response of stock market volatility to foreign equity investments. Specifically, the study … examines how foreign portfolio investment and foreign direct equity investment influence stock market volatility in Nigeria … GARCH-X (1,1) model show evidence of volatility clustering in the stock market returns. The estimates also show that stock …