The Relationship between Stock Returns and Volatility in the Seventeen Largest International Stock Markets: A Semi-Parametric Approach

Journals Menu

Follow SCIRP

	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Modern Economy

ISSN Print: 2152-7245
ISSN Online: 2152-7261
www.scirp.org/journal/me
E-mail: me@scirp.org

Google-based Impact Factor: 0.96
Citations

Journals Menu

"The Relationship between Stock Returns and Volatility in the Seventeen Largest International Stock Markets: A Semi-Parametric Approach"
written by Dimitrios Dimitriou, Theodore Simos,
published by Modern Economy, Vol.2 No.1, 2011

has been cited by the following article(s):

Google Scholar
CrossRef

[1]	Metaheuristic enabled intelligent model for stock market prediction via integrating volatility spillover: India and its Asian and European counterparts
	Data & knowledge engineering, 2023

[2]	The Relationship Between the Stock Market Volatility, Liquidity, Exchange Rate Return, and Stock Return During the COVID-19 Period: The case of the BIST 100 …
	Bingöl Üniversitesi İktisadi ve İdari Bilimler …, 2023

[3]	The Determinants of Cryptocurrency Returns
	Jurnal Ilmu Keuangan dan …, 2023

[4]	VOLATILITY, LIQUIDITY AND STOCK MARKET RETURNS.
	Journal of Academic …, 2022

[5]	VOLATILITY, LIQUIDITY AND STOCK MARKET RETURNS
	2022

[6]	Volatility dynamics of the Botswana Stock Exchange (BSE). Good or Bad for Investors?
	International Journal of Finance, 2022

[7]	LİKİDİTE, KUR VE VOLATİLİTENİN BİST-100 ENDEKSİNE ETKİSİ: MARKOV REJİM DEĞİŞİMİ YAKLAŞIMI
	International Journal of Business Economics and Management Perspectives, 2021

[8]	The Effect of IFRS Application, Stock Price Volatility, and Fundamental Variables on Jakarta Islamic Index
	2021

[9]	Macro determinants of stock market volatility: evidence from Middle East region
	2021

[10]	Risk, ambiguity, and equity premium: International evidence
	International Review of Economics & Finance, 2021

[11]	PENGARUH VOLATILITAS SAHAM DAN KAPITALISASI PASAR TERHADAP RETURN SAHAM PERUSAHAAN YANG TERDAFTAR DI BURSA EFEK INDONESIA …
	2020

[12]	Premiums for Non-Sustainable and Sustainable Components of Market Volatility: Evidence from the Korean Stock Market
	2019

[13]	Is there a low-risk anomaly in the UAE stock market
	Journal of Research in …, 2019

[14]	Volatility Spillovers Between BIST100 Index and S&P500 Index
	2019

[15]	Is there a low-risk anomaly in the UAE stock market?
	2019

[16]	An Examination of the Relationship between Volatility and Expected Returns in the BRVM Stock Market
	2018

[17]	Price-based Investment Strategies: How Research Discoveries Reinvented Technical Analysis
	2018

[18]	No Pain, No Gain? The Puzzle of Risk-Return Relationship
	Price-Based Investment Strategies, 2018

[19]	Risk, uncertainty and stock returns predictability–a case of emerging equity markets
	Journal of Financial Economic Policy, 2018

[20]	The Risk-Return Relationship in the Nigerian Stock Market in the Presence of Structural Break.
	2018

[21]	The Risk-Return Relationship in the Nigerian Stock Market in the Presence of Structural Break
	2018

[22]	The idiosyncratic component of stock returns and its relationship with macroeconomic variables in the US market
	Thesis, 2017

[23]	Forecasting Asian Credit Default Swap Spreads: A Comparison of Multi-regime Models
	Robustness in Econometrics, 2017

[24]	Is Risk Always Rewarded? Low-Volatility Anomalies
	Country Asset Allocation, 2017

[25]	Does US Financial Stress Explain Risk–Return Dynamics in Indian Equity Market? A Logistic Regression Approach
	Vision: The Journal of Business Perspective, 2017

[26]	Relationship of Risk Premium with Expected Volatility and Unexpected Volatility in Developing and Developed Economies
	European Online Journal of Natural and Social Sciences, 2016

[27]	Pricing of risk and volatility dynamics on an emerging stock market: evidence from both aggregate and disaggregate data
	Environmental Forensics, 2016

[28]	Cross-sectional Volatility and Stock Returns: Evidence for Emerging Markets
	2016

[29]	A study on the risk and return of option writing strategies
	2016

[30]	HKBU Institutional Repository
	2016

[31]	Review of GARCH model applicability in view of some recent research
	2015

[32]	Stock Market Volatility A Case Study Of Bse And Nse
	2015

[33]	Revisiting the asymmetric dynamic dependence of stock returns: Evidence from a quantile autoregression model
	International Review of Financial Analysis, 2015

[34]	企业盈利能力, 机构投资者与股票波动风险
	管理工程学报, 2015

[35]	REVIEW OF GARCH MODEL APPLICABILITY IN VIEW OF SOME RECENT RESEARCH.
	Journal of Academic Research in Economics, 2015

[36]	The Relationship between Stock Returns and Volatility in the Philippine Stock Market: A Semi-Parametric Approach
	2015

[37]	Economic Exposure, Pricing of Risk and Various Volatility Dynamics of Stock Returns on an Emerging Stock Market
	Thesis, 2014

[38]	Returns on Investments and Volatility Rate in the Nigerian Banking Industry
	Asian Economic and Financial Review, 2013

[39]	A CONCEPTUAL FRAMEWORK OF STOCK MARKET VOLATILITY AND A STUDY OF SELECTED NIFTY COMPANIES


[40]	Jurnal Ilmu Keuangan dan Perbankan (JIKA)

[1]	The Relationship Between the Stock Market Volatility, Liquidity, Exchange Rate Return, and Stock Return During the COVID-19 Period: The case of the BIST 100 Index Bingöl Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 2023 DOI:10.33399/biibfad.1222386

[2]	Risk, ambiguity, and equity premium: International evidence International Review of Economics & Finance, 2021 DOI:10.1016/j.iref.2021.06.002

[3]	Risk, ambiguity, and equity premium: International evidence International Review of Economics & Finance, 2021 DOI:10.1016/j.iref.2021.06.002

[4]	Premiums for Non-Sustainable and Sustainable Components of Market Volatility: Evidence from the Korean Stock Market Sustainability, 2019 DOI:10.3390/su11185123

[5]	An Examination of the Relationship between Volatility and Expected Returns in the BRVM Stock Market JOURNAL OF INTERNATIONAL BUSINESS RESEARCH AND MARKETING, 2018 DOI:10.18775/jibrm.1849-8558.2015.35.3001

[6]	Risk, uncertainty and stock returns predictability–a case of emerging equity markets Journal of Financial Economic Policy, 2018 DOI:10.1108/JFEP-08-2017-0075

[7]	Price-Based Investment Strategies 2018 DOI:10.1007/978-3-319-91530-2_4

[8]	Country Asset Allocation 2017 DOI:10.1057/978-1-137-59191-3_5

[9]	Robustness in Econometrics Studies in Computational Intelligence, 2017 DOI:10.1007/978-3-319-50742-2_28

[10]	Does US Financial Stress Explain Risk–Return Dynamics in Indian Equity Market? A Logistic Regression Approach Vision: The Journal of Business Perspective, 2017 DOI:10.1177/0972262917695116

[11]	Does US Financial Stress Explain Risk–Return Dynamics in Indian Equity Market? A Logistic Regression Approach Vision: The Journal of Business Perspective, 2017 DOI:10.1177/0972262917695116

[12]	Cross-sectional Volatility and Stock Returns: Evidence for Emerging Markets Vikalpa: The Journal for Decision Makers, 2016 DOI:10.1177/0256090916650951

[13]	Returns on Investments and Volatility Rate in the Nigerian Banking Industry SSRN Electronic Journal , 2016 DOI:10.2139/ssrn.2745993

[14]	Cross-sectional Volatility and Stock Returns: Evidence for Emerging Markets Vikalpa: The Journal for Decision Makers, 2016 DOI:10.1177/0256090916650951

[15]	Revisiting the asymmetric dynamic dependence of stock returns: Evidence from a quantile autoregression model International Review of Financial Analysis, 2015 DOI:10.1016/j.irfa.2015.05.013

Follow SCIRP

	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Modern Economy

Modern Economy

Journals Menu

Home

About SCIRP

Service

Policies