Cross-sectional Volatility and Stock Returns: Evidence for Emerging Markets
Executive Summary Cross-sectional volatility measures dispersion of security returns at a particular point of time. It has received very little focus in research. This article studies the cross-section of volatility in the context of economies of Brazil, Russia, India, Indonesia, China, South Korea,...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SAGE Publishing
2016-09-01
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| Series: | Vikalpa |
| Online Access: | https://doi.org/10.1177/0256090916650951 |