Susan Sunila Sharma scite author profile

This paper provides a note on commonality in volatility for five developed Asian economies, namely Hong Kong, Japan, Russia, Singapore and South Korea. Additionally, we examine whether the COVID-19 pandemic changed the commonality in volatility within the Asian region. Overall, we find that commonality in volatility during the COVID-19 period is more prominent in the case of Singapore compared to other four economies.

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Stock return forecasting: Some new evidence

Phan

Sharma

Narayan

2015

International Review of Financial Analysis

188

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Susan Sunila Sharma

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Stock return forecasting: Some new evidence

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