Volatility in Indian Stock Markets
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References listed on IDEAS
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" Why Does Stock Market Volatility Change over Time?,"
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American Finance Association, vol. 44(5), pages 1115-1153, December.
- G. William Schwert, 1988. "Why Does Stock Market Volatility Change Over Time?," NBER Working Papers 2798, National Bureau of Economic Research, Inc.
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Cited by:
- Waqar Ahmad & Mohammad Raza, 2013. "The Stock Market Volatility Loading with Macroeconomic Variables: KSE 100 Index as Evidence in Pakistan," International Journal of Empirical Finance, Research Academy of Social Sciences, vol. 1(3), pages 43-51.
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More about this item
Keywords
stock market volatility bubble effect india speculative bubble investor pschycology Dematerialization rolling settlement;JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FIN-2001-02-14 (Finance)
- NEP-FMK-2001-02-14 (Financial Markets)
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