Volatility and Predictability in National Stock Markets: How Do Emerging and Mature Markets Differ?
April 1, 1996
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Format: Chicago
Summary
Subject: Asset prices, Emerging and frontier financial markets, Financial institutions, Financial markets, Market capitalization, Prices, Stock markets, Stocks
Keywords: Asset prices, Emerging and frontier financial markets, Equity market return, Global, Log-differenced return, Market capitalization, Market capitalization, Mature market, Portfolio return, Return behavior, Return differential, Return horizon, Return index, Return indices, Return reversal, Returns process, Stock markets, Stock return data, Stocks, U.S. dollar, WP
Publication Details
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Pages:
46
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 1996/029
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Stock No:
WPIEA0291996
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ISBN:
9781451844757
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ISSN:
1018-5941