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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Bibliographic Details
Main Author: Khan, Faisal
Format: Thesis
Language:English
Published: 2014
Subjects:
Online Access:http://eprints.utm.my/id/eprint/77647/1/FaisalKhanPFM2014.pdf
http://eprints.utm.my/id/eprint/77647/
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