Stock returns, volatility and mean reversion in emerging and developed financial markets

The objective of this research is to measure and examine volatilities between important emerging and developed stock markets and to ascertain a relationship between volatilities and stock returns. This research paper also analyses the Mean reversion phenomenon in emerging and developed stock market...

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Bibliographic Details
Main Authors: Rizwan Raheem Ahmed, Jolita Vveinhardt, Dalia Štreimikienė, Saghir Pervaiz Ghauri, Muhammad Ashraf
Format: Article
Published: Vilnius Gediminas Technical University 2018-05-01
Series:Technological and Economic Development of Economy
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