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

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Modern Economy

ISSN Print: 2152-7245
ISSN Online: 2152-7261
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"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):

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[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

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

[13]	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

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