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Expected returns and volatility in European stock markets

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  • Corhay, Albert
  • Rad, Alireza Tourani

Abstract

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Suggested Citation

  • Corhay, Albert & Rad, Alireza Tourani, 1994. "Expected returns and volatility in European stock markets," International Review of Economics & Finance, Elsevier, vol. 3(1), pages 45-56.
    • Handle: RePEc:eee:reveco:v:3:y:1994:i:1:p:45-56
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    File URL: http://www.sciencedirect.com/science/article/pii/1059-0560(94)90041-8
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    Cited by:

    1. Shuxing Yin & Khelifa Mazouz & Abdelhafid Benamraoui & Brahim Saadouni, 2018. "Stock price reaction to profit warnings: the role of time-varying betas," Review of Quantitative Finance and Accounting, Springer, vol. 50(1), pages 67-93, January.
    2. Ercan Balaban & Asli Bayar & Ozgur Berk Kan, 2001. "Stock returns, seasonality and asymmetric conditional volatility in world equity markets," Applied Economics Letters, Taylor & Francis Journals, vol. 8(4), pages 263-268.
    3. Nektarios Aslanidis & Charlotte Christiansen & Christos S. Savva, 2021. "Quantile Risk–Return Trade-Off," JRFM, MDPI, vol. 14(6), pages 1-14, June.
    4. Kim Hiang Liow, 2006. "The Dynamics of Return Volatilty and Systematic Risk in International Real Estate Security Markets," Journal of Property Research, Taylor & Francis Journals, vol. 24(1), pages 1-29, November.
    5. Balaban, Ercan & Ozgen, Tolga & Karidis, Socrates, 2018. "Intraday and interday distribution of stock returns and their asymmetric conditional volatility: Firm-level evidence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 905-915.
    6. Ercan Balaban & Aslı Bayar, 2005. "Stock returns and volatility: empirical evidence from fourteen countries," Applied Economics Letters, Taylor & Francis Journals, vol. 12(10), pages 603-611.
    7. Balaban, Ercan & Ozgen, Tolga, 2016. "Trading session effects on stock returns and their conditional volatility: Firm-level evidence from a European Union accession country," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 446(C), pages 264-271.

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