An Investigation on The Behaviour of Stock Returns in Emerging Markets
This thesis has an investigation on the behaviour of stock returns and volatility forecasting models in five Asia emerging markets—China, India, Korea, Malaysia and Indonesia so that to explore investment potential in these markets. Evidence show that returns series exhibits non-normal distribution...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2011
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| Online Access: | https://eprints.nottingham.ac.uk/25063/ |