Stock return distribution in the BRICS

George Adu; Paul Alagidede; Amin Karimu

doi:10.1016/j.rdf.2015.09.002

Stock return distribution in the BRICS

George Adu
, Paul Alagidede
, Amin Karimu^*

^*Corresponding author for this work

Kwame Nkrumah University of Science and Technology
Wits Business School
Umeå University

Research output: Contribution to journal › Article › peer-review

25 Citations (SciVal)

Original language	English
Pages (from-to)	98-109
Number of pages	12
Journal	Review of Development Finance
Volume	5
Issue number	2
DOIs	https://doi.org/10.1016/j.rdf.2015.09.002
Publication status	Published (VoR) - 1 Dec 2015

Keywords

Efficiency
Emerging markets
Leverage effect
Normality
Return predictability
Volatility clustering

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10.1016/j.rdf.2015.09.002

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title = "Stock return distribution in the BRICS",

keywords = "Efficiency, Emerging markets, Leverage effect, Normality, Return predictability, Volatility clustering",

author = "George Adu and Paul Alagidede and Amin Karimu",

year = "2015",

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language = "English",

volume = "5",

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journal = "Review of Development Finance",

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AU - Adu, George

AU - Alagidede, Paul

AU - Karimu, Amin

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KW - Efficiency

KW - Emerging markets

KW - Leverage effect

KW - Normality

KW - Return predictability

KW - Volatility clustering

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DO - 10.1016/j.rdf.2015.09.002

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EP - 109

JO - Review of Development Finance

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Stock return distribution in the BRICS

Keywords

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