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Technological and Economic Development of Economy Volume 22, 2016 - Issue 6
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Original Articles

Empirical analysis of stock returns and volatility: evidence from Asian stock markets

Nawaz AhmadDepartment of Business Administration, Iqra University, Defence View, Shaheed-e-Millat Road (Ext.), Karachi-75500, PakistanView further author information
,
Rizwan Raheem AhmedDepartment of Business Administration, Indus University, Block-17, Gulshan, Karachi-75500, PakistanView further author information
,
Jolita VveinhardtInstitute of Sport Science and Innovations, Lithuanian Sports University, Sporto g. 6, LT-44221Kaunas, LithuaniaView further author information
&
Dalia StreimikieneInstitute of Sport Science and Innovations, Lithuanian Sports University, Sporto g. 6, LT-44221Kaunas, LithuaniaCorrespondence[email protected]
View further author information
Pages 808-829 | Received 28 Sep 2015, Accepted 10 Apr 2016, Published online: 23 Nov 2016

Citations (6)

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Read on this site (1)

Rizwan Raheem Ahmed, Jolita Vveinhardt, Dalia Streimikiene & Zahid Ali Channar. (2018) Mean reversion in international markets: evidence from G.A.R.C.H. and half-life volatility models. Economic Research-Ekonomska Istraživanja 31:1, pages 1198-1217.
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Articles from other publishers (5)

Sachin Kashyap. (2022) Review on volatility and return analysis including emerging developments: evidence from stock market empirics. Journal of Modelling in Management 18:3, pages 756-816.
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Tazeen Arsalan, Bilal Ahmed Chishty, Shagufta Ghouri & Nayeem Ul Hassan Ansari. (2022) Comparison of volatility and mean reversion among developed, developing and emerging countries. Journal of Economic and Administrative Sciences.
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Tayyab Raza Fraz, Samreen Fatima & Mudassir Uddin. (2022) Modeling and Forecasting Stock Market Volatility of CPEC Founding Countries: Using Nonlinear Time Series and Machine Learning Models. JISR management and social sciences & economics 20:1, pages 1-20.
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Florin Turcaș, Florin Cornel Dumiter & Marius Boiță. (2022) Econophysics Techniques and Their Applications on the Stock Market. Mathematics 10:6, pages 860.
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TAYYAB RAZA FRAZ & SAMREEN FATIMA. (2022) MODELING AND FORECASTING VOLATILITY OF STOCK MARKET USING FAMILY OF GARCH MODELS: EVIDENCE FROM CPEC LINKED COUNTRIES. Global Economy Journal 22:01.
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