Heteroskedasticity in Stock Returns

Journal of Finance - United Kingdom
doi 10.2307/2328718
Full Text
Abstract

Available in full text

Date
Authors
Publisher

JSTOR

Related search

A Generalized Autoregressive Conditional Heteroskedasticity Model of the Impact of Macroeconomic Factors on Stock Returns: Empirical Evidence From the Nigerian Stock Market

International Journal of Financial Research
FinanceBusinessEconomicsInternational ManagementAccountingEconometrics
2013English

Stock Returns in Mergers and Acquisitions

SSRN Electronic Journal
2006English

Inflation and Stock Returns II

International Journal of Economics and Finance
2013English

Political Cycles and Stock Returns

2017English

Profit Persistence and Stock Returns

Applied Economics
EconomicsEconometrics
2016English

Investment‐Based Expected Stock Returns

Journal of Political Economy
EconomicsEconometrics
2009English

Sports Sentiment and Stock Returns

Journal of Finance
AccountingEconomicsEconometricsFinance
2007English

Grexit News and Stock Returns

SSRN Electronic Journal
2016English

Stock Market Returns and Consumption

2018English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy