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Applied Economics Letters Volume 12, 2005 - Issue 10
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Original Articles

Stock returns and volatility: empirical evidence from fourteen countries

Ercan Balaban * Management School and Economics, The University of Edinburgh, Edinburgh EH8 9JY, UK
&
Aslı Bayar Department of Management, Cankaya University, Ankara 06530, Turkey
Pages 603-611 | Published online: 20 Aug 2006

Citations (13)

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Read on this site (5)

Jo-Hui Chen. (2011) The spillover and leverage effects of ethical exchange traded fund. Applied Economics Letters 18:10, pages 983-987.
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J.-H. Chen & C.-Y. Huang. (2010) An analysis of the spillover effects of exchange-traded funds. Applied Economics 42:9, pages 1155-1168.
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Ten-Der Jane & CherngG. Ding. (2009) On the multivariate EGARCH model. Applied Economics Letters 16:17, pages 1757-1761.
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Yung-Shi Liau & Jack J. W. Yang. (2008) The mean/volatility asymmetry in Asian stock markets. Applied Financial Economics 18:5, pages 411-419.
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Camilo Sarmiento. (2007) Financial impact of risk on municipal earnings. Applied Financial Economics Letters 3:2, pages 95-98.
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Articles from other publishers (8)

Hakan Altin. (2022) Volatility Analysis in International Indices. International Journal of Sustainable Economies Management 11:1, pages 1-17.
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JO-HUI CHEN & JOHN FRANCIS DIAZ. (2019) THE SPILLOVER AND LEVERAGE EFFECTS OF EQUITY EXCHANGE-TRADED NOTES (ETN S ) . Global Economy Journal 19:03.
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Rakesh Kumar. (2018) Risk, uncertainty and stock returns predictability – a case of emerging equity markets. Journal of Financial Economic Policy 10:4, pages 438-455.
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Ercan Balaban, Tolga Ozgen & Socrates Karidis. (2018) Intraday and interday distribution of stock returns and their asymmetric conditional volatility: Firm-level evidence. Physica A: Statistical Mechanics and its Applications 503, pages 905-915.
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Shreya MathurVarun ChotiaN.V.M. Rao. (2016) Modelling the Impact of Global Financial Crisis on the Indian Stock Market through GARCH Models. Asia-Pacific Journal of Management Research and Innovation 12:1, pages 11-22.
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Mohammed Ansari. (2009) Impact of globalization on stock market synchronization: some empirical evidence. International Journal of Commerce and Management 19:3, pages 208-221.
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Sebastian Cano, Jordi Andreu & Xiaoni Li. (2012) Time Travel Through Asian and Chinese Market Indices. SSRN Electronic Journal.
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Kamran Pakizeh. (2010) Stylized Facts of Financial Markets and Modeling Volatility (The Case of Tehran Stock Exchange). SSRN Electronic Journal.
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