Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Subject "Impact"
Now showing items 1-1 of 1
-
Assessing the impact of volatility on expected stock return
(Strathmore University, 2015-12)Many researchers have studied movements in aggregate stock market volatility. Some argue that the relation between returns and volatility is strong. Pindyck (1984) attributed much of the decline in stock prices during the ...