Arora, Ravinder Kumar; Das, Himadri; Jain, Pramod Kumar - In: Review of Pacific Basin Financial Markets and Policies … 12 (2009) 04, pp. 567-592
This paper investigates the behavior of stock returns and volatility in 10 emerging markets and compares them with those of developed markets under different measures of frequency (daily, weekly, monthly and annual) over the period January 1, 2002 to December 31, 2006. The ratios of mean return...