๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

RELATIONSHIP BETWEEN VOLATILITY AND EXPECTED RETURNS ACROSS INTERNATIONAL STOCK MARKETS

โœ Scribed by Panayiotis Theodossiou; Unro Lee

Book ID
111105671
Publisher
John Wiley and Sons
Year
1995
Tongue
English
Weight
582 KB
Volume
22
Category
Article
ISSN
0306-686X

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

The conditional relationship between bet
The conditional relationship between beta and returns: recent evidence from international stock markets
โœ Gordon Y.N. Tang; Wai C. Shum ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 93 KB

The risk-return relationship is one of the fundamental concepts in finance that is most important to investors and portfolio managers. Finance theory argues that the beta or systematic risk is the only relevant risk measure for investors. However, many studies have showed that betas and returns are

Intradaily periodicity and volatility sp
Intradaily periodicity and volatility spillovers between international stock index futures markets
โœ Wu, Chunchi (author);Li, Jinliang (author);Zhang, Wei (author) ๐Ÿ“‚ Article ๐Ÿ“… 2005 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 284 KB

This paper examines short-run information transmission between the U.S. and U.K. markets using the S&P 500 and FTSE 100 index futures. Ultrahigh-frequency futures data are employed-which have a number of advantages over the low-frequency spot data commonly used in previous studies-in establishing th