Volatility in Stock Returns

Shveta Singh (), P. K. Jain and Surendra Singh Yadav
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Shveta Singh: Indian Institute of Technology Delhi
P. K. Jain: Indian Institute of Technology Delhi
Surendra Singh Yadav: Indian Institute of Technology Delhi

Chapter Chapter 7 in Equity Markets in India, 2016, pp 145-160 from Springer

Abstract: Abstract Although volatility in returns on equity stocks/shares is inherent, the presence of excessive volatility may not be preferred by a large number of equity investors (in particular, genuine long-term investors).

Keywords: Stock Market; Stock Return; GARCH Model; Earning Announcement; Akaike Information Criterion (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/978-981-10-0868-9_7

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