BAILLIE,RICHARDT.ANDDEGENNARO,
RAMO NP.,JUNE1990,"STOCKRETURNS
ANDVOLATILITY",JOURNALOF
FINANCIALANDQUANTITATIVE
ANALYSIS,VOL:25,NO:2,P:203-214.
BALABAN ,ERCAN,BAYAR,ASLIANDKAN ,
OZGURB.,2001,"STOCKRETURNS,
SEASONALITYANDASYMMETRIC
CONDİTİONALVOLATILITYINWORLD
EQUITYMARKETS",APPLIED
ECONOMICSLETTERS,8,P:263-268.
BREEN,WILLIAM,GLOSTEN,LAWRENCER.
ANDJAGANNATHA NRAVI ,DECEMBER
1989,"ECONOMICSIGNIFICANCEOF
PREDICTABLEVARIATIONSINSTOCK
INDEXRETURNS",THEJOURNALOF
FINANCE,VOL:44,NO:5,P:1177-1189.
CAMPBELL,JOHNY .ANDHENTSCHEL,LUNDE,
1992,"NONEWSISGOODNEWS:AN
ASYMMETRICMODELOFCHANGING
VOLATILITYINSTOCKRETURNS",
JOURNALOFFINANCIALECONOMICS,
31,P:281-318.
CAO,RICARDO,HERAS,ALICIADELASAND
SAAVEDRAANGELAS,2004,"THE
UNCERTAINTIESABOUTTHE
RELATIONSHIPSRISK-RETURN-VOLATILITYINTHESPANISHSTOCK
MARKET",
HTTP://WWW.UDC.ES/DEP/MATE/RICA R
66
DO/ARCHIVOS/RISK-RETURN -VOLATILITY.PD F
CHAN ,K.C. ,KAROLYI ,G.A .AN DSTULZ ,R.,1992 ,
"GLOBALFINANCIALMARKETSANDTHE
RISKPREMIUMONUSEQUITY",
JOURNALOFFINANCIALECONOMICS,
32 ,P:137-167 .
CHEUNG ,YIN-WON GAN DNG ,LILIA NK. ,
DECEMBE R1992 ,"STOCKPRICE
DYNAMICSANDFIRMSIZE:AN
EMPIRICALINVESTIGATION",THE
JOURNALOFFINANCE,VOL :47 ,NO :5
P:1985-1997 .
CHOU ,RAY .Y. ,OCT.-DEC.1988 ,"VOLATILITY
PERSISTENCEANDSTOCKVALUATIONS:
SOMEEMPIRICALEVIDENCEUSING
GARCH",JOURNALOFAPPLIED
ECONOMETRICS,VOL :3,NO :4 ,P :279¬
294 .
FRENCH ,KENNET HR.,SCHWERT ,G.WILLIA M
AN DSTAMBAUGH ,ROBER TS.,1987 ,
"EXPECTEDSTOCKRETURNSAND
VOLATILITY",JOURNALOFFINANCIAL
ECONOMICS,19,P :3-29 .
GIRARD ,ERIC ,RAHMAN ,HAMI DAN DZAHER ,
TAREK ,2001 ,"INTERTEMPORALRISK-RETURNRELATIONSHIPINTHEASIAN
MARKETSAROUNDTHEASIANCRISES",
FINANCIALSERVICESREVIEW,10 ,P :
249-72 .
GLOSTE NLAWRENC ER.,JAGANNATHA NRAV I
AN DRUNKL EDAVI DE.,DECEMBE R
1993 ,"ONTHERELATIONBETWEENTHE
EXPECTEDVALUEANDTHEVOLATILITY
OFTHENOMINALEXCESSRETURNON
STOCKS",THEJOURNALOFFINANCE,
VOL :48 ,NO :5,P :1779-1801 .
HARRISON ,PAU LAN DZHANG ,HAROL DH. ,
AUGUS T1999 ,"ANINVESTIGATIONOF
THERISKANDRETURNRELATIONAT
LONGHORIZONS",THEREVIEWOF
ECONOMICSANDSTATISTICS,VOL :81 ,
NO :3,P :399-408 .
KOULAKIOTIS ,ATHANASIOS ,
PAPASYRIOPOULOS ,NICHOLA SAN D
MOLYNEUX ,PHIL ,2006 ,"MORE
EVIDENCEONTHERELATIONSHIP
BETWEENSTOCKPRICERETURNSAND
VOLATILITY:ANOTE",INTERNATIONAL
RESEARCHJOURNALOFFINANCEAND
ECONOMICS,ISSUE :1,P:21-8 .
LEON ,A ,NAVE ,J.AN DRUBI OG.,2007 ,"THE
RELATIONSHIPBETWEENRISKAND
EXPECTEDRETURNINEUROPE",
JOURNALOFBANKINGANDFINANCE,
31 ,P :495-512 .
MOUGON EAN DWHYTE ,1996 ,"STOCKRETURNS
ANDVOLATILITY:ANEMPIRICAL
INVESTIGATIONOFTHEGERMANAND
FRENCHEQUITYMARKETS",GLOBAL
FINANCEJOURNAL,7 ,P :253-263 .
NELSON ,DANIE LB.,MARC H1991 ,
"CONDITIONALHETEROSCEDASTICITYIN
ASSETRETURNS:ANEWAPPROACH",
ECONOMETRICA,VOL :59 ,NO :2 ,P:347¬
370 .
PINDYCK ,ROBER TS,JUN E1984 ,"RISK,
INFLATIONANDTHESTOCKMARKET",
AMERICANECONOMICREVIEW,VOL :
74 ,NO :3,P:335-351 .
POON ,S.H .AN DTAYLOR ,S.J.,1992 ,"STOCK
RETURNSANDVOLATILITY:AN
EMPIRICALSTUDYOFTHEUKSTOCK
MARKET",JOURNALOFBANKINGAND
FINANCE,16,P:37-59 .
SALMAN ,FERHAN ,1999 ,"RISK-RETURN-VOLUMERELATIONSHIPINAN
EMERGINGMARKET",
HTTP://WWW.TCMB .GOV.TR/RESEARCH /
DISCUSZDPAPER1.PD F
SCRUGGS ,JOH NT.,APRI L1998 ,"RESOLVING
THEPUZZLINGINTERTEMPORAL
RELATIONBETWEENTHEMARKETRISK
PREMIUMANDCONDITIONALMARKET
VARIANCE:ATWO-FACTORAPPROACH",
THEJOURNALOFFINANCE,VOL :53 ,
NO :2 ,P:575-603 .
THEODOSSIOU ,PANAYIOTI SAN DLEE ,UNRO ,
MARC H1995 ,"RELATIONSHIPBETWEEN
VOLATILITYANDEXPECTEDRETURNS
ACROSSINTERNATIONALSTOCK
MARKETS",JOURNALOFBUSINESS
FINANCEANDACCOUNTING,VOL :22 ,
NO :2 ,P:289-300 .
Thank you for copying data from http://www.arastirmax.com
