Heteroscedasticity models on the BSE
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References listed on IDEAS
- Amihud, Yakov & Mendelson, Haim, 1987. " Trading Mechanisms and Stock Returns: An Empirical Investigation," Journal of Finance, American Finance Association, vol. 42(3), pages 533-553, July.
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- M. Kabir Hassan & Anisul M. Islam & Syed Abul Basher, 2000.
"Market Efficiency, Time-Varying Volatility and Equity Returns in Bangladesh Stock Market,"
2002_6, York University, Department of Economics, revised Jun 2002.
- M. Kabir Hassan & Anisul M. Islam & Syed Basher, 2003. "Market Efficiency, Time-Varying Volatility and Equity Returns in Bangladesh Stock Market," Finance 0310015, EconWPA.
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- G - Financial Economics
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