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react to negative news, making them risk-averse. Our findings suggest that the ARCH/GARCH models are better at predicting …

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Nasir, Muhammad Ali - 2017

January 2001 to 31st of December 2010 all selected from the primary equity market in Pakistan, the KSE. The effects of Ramadan …

Persistent link: https://www.econbiz.de/10012949683