In modern society, the stock market has received great attention and important role. The
stock market raises investment possibilities by re-allocating capital to productive entities …

Purpose This paper aims to analyze and give directions for advancing research in stock
market volatility highlighting its features, structural breaks and emerging developments. This …

We examine the sensitivity of 31 UK non‐financial industries to exchange and interest rate
exposure from 1990 to 2006 using first‐order autoregressive exponential GARCH‐in‐mean …

This paper seeks to explain time-varying correlations among equity returns. The literature
has shown that fundamental and economic factors can explain stock returns or the volatility …

Derivatives Market has an important role to play in the economic development of a country.
The objective of the study is to examine the impact of financial derivatives (futures and …

In this aticle, the extension of Nelson's univariate EGARCH model to the multivariate version
has been reexamined and compared with the existing one given by Koutmos and Booth …

This study employs the methodologies followed by Jaffe and Westerfield (1989), Boudreaux
(1995), Compton et al.(2006) and Floros (2008) to investigate the presence of the" turn of the …

Volatility of returns in financial markets can be a major stumbling block for attracting
investment in develo** economies. In this study, the Autoregressive Integrated Moving …

The objective of this research is to evaluate the unobserved effect of cross-listing on stock
prices of companies from Latin America. Particularly, we study the impact of the issuance of …

This study employs highly-structured regression models to examine the existence of the
monthly trading effect in Amman Stock Exchange (ASE) over the 2002-2006 period. Utilizing …