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The impact of unsystematic risk on stock returns in an Emerging Capital Markets (ECM's) country : an empirical study
Masry, Mohamed; El Menshawy, Heba - In: International journal of financial research 9 (2018) 1, pp. 189-202
Persistent link: https://www.econbiz.de/10012236308
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Political news and stock market reactions : evidence from Turkey over the period 2008-2017
Karime, Sleiman; Sayilir, Özlem - In: International journal of management and economics 55 (2019) 2, pp. 83-98
, but decreased returns volatility. Third, political news, both good and bad, can affect stock return and stock return … volatility of Borsa Istanbul 100 Index (BIST-100). Sample data cover the period from January 2008 to December 2017. The main … nonlinear volatility models (symmetric and asymmetric Generalized AutoRegressive Conditional Heteroskedasticity [GARCH …
Persistent link: https://www.econbiz.de/10012131511
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A study on risk return relationship of Indian equity markets
Thappa, Sankar - In: Advances in Management Research : Emerging Challenges …, (pp. 237-242). 2022
Persistent link: https://www.econbiz.de/10014434886
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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
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Assessment of return and volatility spillover across sectors' indices : evidence from Pakistan stock exchange
Khalid, Hafiza Muntaha; Farooq, Sadia; Liaqat, Faiza; … - In: International journal of monetary economics and finance … 14 (2021) 5, pp. 477-496
Persistent link: https://www.econbiz.de/10012671202
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Measuring volatility persistence and risk in Southern and East African stock markets
Coffie, William - In: International journal of economics and business research 9 (2015) 1, pp. 23-36
Persistent link: https://www.econbiz.de/10011332918
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Volatility transmission between ASEAN-5 stock exchanges : an approach in the context of China's stock market crash
Dias, Rui; Teixeira, Nuno; Pardal, Pedro; Godinho, Teresa - In: International journal of corporate finance and … 10 (2023) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10015050644
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The impact of market-wide volatility on time-varying risk : evidence from Qatar stock exchange
Al Refai, Hisham M.; Hassan, Gazi M. - In: Journal of emerging market finance 17 (2018), pp. 239-258
Persistent link: https://www.econbiz.de/10011925531
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Monetary policy uncertainty and jumps in advanced equity markets
Bouri, Elie; Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Journal of risk 23 (2020/2021) 1, pp. 101-112
Persistent link: https://www.econbiz.de/10012500112
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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