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 markets...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University
2018-05-01
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| Series: | Technological and Economic Development of Economy |
| Subjects: | |
| Online Access: | http://journals.vgtu.lt/index.php/TEDE/article/view/1690 |