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Time-varying betas in Central and Eastern European markets: a bivariate BEKK GARCH approach
Anton, Sorin Gabriel, (2013)
Study of volatility dynamics between emerging stock market index and US Oil price index : MGARCH modelling approach
Arekar, Kirti, (2022)
Market Efficiency in Emerging Economies : An Empirical Analysis of Month-of-the-Year Effect
Mangala, Deepa, (2013)
Market efficiency in emerging economies : an empirical analysis of month-of-the-year effect
Earnings management and listing day performance of IPOs in India
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