Economic exposure, pricing of risk and various volatility dynamics of stock returns on an emerging stock market
Among the scholars, it is believed that the stock market performance reflects the economic and financial conditions of a country. Three dimensions of stock returns that are, economic exposure, pricing of risk and various volatility dynamics have been overlooked by existing studies on stock market. T...
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| Format: | Thesis |
| Language: | English |
| Published: |
2014
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| Subjects: | |
| Online Access: | http://eprints.utm.my/id/eprint/77647/1/FaisalKhanPFM2014.pdf http://eprints.utm.my/id/eprint/77647/ http://dms.library.utm.my:8080/vital/access/manager/Repository/vital:98576? |
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| Institution: | Universiti Teknologi Malaysia |
| Language: | English |