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Volatility and Predictability in National Stock Markets: How Do Emerging and Mature Markets Differ?

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Author Info
Anthony J. Richards

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Abstract

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Publisher Info
Paper provided by International Monetary Fund in its series IMF Working Papers with number 96/29.

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Date of creation: 09 Apr 1996
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Handle: RePEc:imf:imfwpa:96/29

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Related research
Keywords: Stock markets ; Emerging markets ;

Cited by:
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  1. Geert Bekaert & Campbell R. Harvey, 1997. "Foreign Speculators and Emerging Equity Markets," NBER Working Papers 6312, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  2. Riad Dahel, . "Volatility in Arab Stock Market," API-Working Paper Series 9905, Arab Planning Institute - Kuwait, Information Center. [Downloadable!]
  3. Geert Bekaert & Campbell R. Harvey, 1998. "Capital Flows and the Behavior of Emerging Market Equity Returns," NBER Working Papers 6669, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  4. Kausik Chaudhuri & Yangru Wu, 2000. "Random Walk versus Breaking Trend in Stock Prices: Evidence from Emerging Markets," Working Papers 2000-3, University of Sydney, Department of Economics. [Downloadable!]
    Other versions:
  5. Gregory James & Michail Karoglou, 2009. "Financial Liberalisation and Stock Market Volatility: The Case of Indonesia," Discussion Paper Series 2009_11, Department of Economics, Loughborough University, revised Sep 2009. [Downloadable!]
  6. Gerald Kohers & Ninon Kohers & Theodor Kohers, 2006. "The risk and return characteristics of developed and emerging stock markets: the recent evidence," Applied Economics Letters, Taylor and Francis Journals, vol. 13(11), pages 737-743, September. [Downloadable!] (restricted)
  7. Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1998. "Dating the Integration of World Equity Markets," NBER Working Papers 6724, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  8. Wojciech W. Charemza & Ewa Majerowska, . "Regulation of the Warsaw Stock Exchange: The Portfolio Allocation Problem," Discussion Papers in European Economics 98/1, Department of Economics, University of Leicester. [Downloadable!]
    Other versions:
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