✦ LIBER ✦

The relationship between stock returns and volatility in international stock markets

✍ Scribed by Qi Li; Jian Yang; Cheng Hsiao; Young-Jae Chang

Book ID: 116641565
Publisher: Elsevier Science
Year: 2005
Tongue: English
Weight: 176 KB
Volume: 12
Category: Article
ISSN: 0927-5398
DOI: 10.1016/j.jempfin.2005.03.001

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

RELATIONSHIP BETWEEN VOLATILITY AND EXPE

RELATIONSHIP BETWEEN VOLATILITY AND EXPECTED RETURNS ACROSS INTERNATIONAL STOCK MARKETS

✍ Panayiotis Theodossiou; Unro Lee 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 582 KB

Expected returns and volatility in Europ

Expected returns and volatility in European stock markets

✍ Albert Corhay; Alireza Tourani Rad 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 763 KB

Empirical relationship between macroecon

Empirical relationship between macroeconomic volatility and stock returns: Evidence from Latin American markets

✍ Benjamin A. Abugri 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 437 KB

Idiosyncratic volatility and cross-secti

Idiosyncratic volatility and cross-sectional stock returns in Southeast Asian stock markets

✍ Gilbert V. Nartea; Bert D. Ward; Lee J. Yao 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 198 KB

Volatility Reversion and Correlation Str

Volatility Reversion and Correlation Structure of Returns in Major International Stock Markets

✍ Panayiotis Theodossiou; Emel Kahya; Gregory Koutmos; Andreas Christofi 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 955 KB

The conditional relationship between bet

The conditional relationship between beta and returns: recent evidence from international stock markets

✍ Gordon Y.N. Tang; Wai C. Shum 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 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