Empirical analysis of stock returns and volatility: evidence from Asian stock markets
The objective of this research isto measure and examine volatilities among important stock markets of Asia and to ascertain a causal relation between volatility and stock returns. For this purpose six markets KSE100 (Karachi, Pakistan), BSE Sensex (Mumbai, India), NIKKEI 225 (Tokyo, Japan), Hang Se...
Main Authors: | Nawaz Ahmad, Rizwan Raheem Ahmed, Jolita Vveinhardt, Dalia Streimikiene |
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Format: | Article |
Language: | English |
Published: |
Vilnius Gediminas Technical University
2016-11-01
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Series: | Technological and Economic Development of Economy |
Subjects: | |
Online Access: | http://journals.vgtu.lt/index.php/TEDE/article/view/785 |
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