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The relationship between stock returns and volatility in international stock markets

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  • Li, Qi
  • Yang, Jian
  • Hsiao, Cheng
  • Chang, Young-Jae

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  • Li, Qi & Yang, Jian & Hsiao, Cheng & Chang, Young-Jae, 2005. "The relationship between stock returns and volatility in international stock markets," Journal of Empirical Finance, Elsevier, vol. 12(5), pages 650-665, December.
    • Handle: RePEc:eee:empfin:v:12:y:2005:i:5:p:650-665
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