Essays about: "Muashab Kabir"

Found 1 essay containing the words Muashab Kabir.

  1. 1. Extreme-day return as a measure of stock market volatility : comparative study developed vs. emerging capital markets of the world

    University essay from Institutionen för humaniora och samhällsvetenskap

    Author : Muashab Kabir; Naeem Ahmed; [2010]
    Keywords : Volatility; Extreme value; Emerging markets; International diversification;

    Abstract : This paper uses a new measure of volatility based on extreme day return occurrences and examines the relative prevailing volatility among worldwide stock markets during 1997-2009. Using several global stock market indexes of countries categorized as an emerging and developed capital markets are utilized. READ MORE