Volatility and predictability in national stock markets : how do emerging and mature markets differ?
Year of publication: |
1996
|
---|---|
Authors: | Richards, Anthony J. |
Institutions: | Internationaler Währungsfonds / European Department <2> (contributor) |
Publisher: |
[Washington, DC] : Internat. Monetary Fund, Europ. II Dep. |
Subject: | Volatilität | Volatility | Aktienmarkt | Stock market | Börsenkurs | Share price | Theorie | Theory | CAPM |
-
Škrinjarić, Tihana, (2020)
-
Du, Jiangze, (2023)
-
An empirical investigation of the Fama-French five-factor model
Paliienko, Oleksandr, (2020)
- More ...
-
Winner-loser reversals in national stock market indices : can they be explained?
Richards, Anthony J., (1997)
-
Growth, nontradables, and price convergence in the Baltics
Richards, Anthony J., (1995)
-
Comovements in national stock market returns : evidence of predictability but not cointegration
Richards, Anthony J., (1996)
- More ...