Volatility in Emerging Stock Markets: An Examination of the Middle Eastern Region

Abstract

The objective of this paper is to examine five regional emerging markets in terms of volatility, correlations and effects of day of the week, month of the year and seasonally. The regional markets studied were Egypt, Greece, Israel, Jordan and Turkey. Data were analyzed for the 8/31/93 10/14/98 period. One finding was that there was an improvement in the… (More)

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