An Investigation on The Behaviour of Stock Returns in Emerging Markets

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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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Bibliographic Details
Main Author:	Chen, Yao
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2011
Online Access:	https://eprints.nottingham.ac.uk/25063/

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