... that exchange rates have considerable short-run spillover effects on stock returns. Moreover, during the economic crisis of 2007–2009, a substantial correlation was discovered between these indicators. To summarize, there is sufficient evidence to estimate the impact of volatility spillover across numerous...

... Publishing Limited 2022 Emerald Publishing Limited Licensed re-use rights only ARCH and GARCH Volatility Mean reversion Stock returns Developed Developing and emerging stock markets Developing financial markets can meet the needs of investors, particularly foreign institutional...

... managers adjust dividends per share (DPS) using percentage change in the explanatory power of systematic and unsystematic risks. This perspective is derived from a practical consideration that dividends are part of stock returns that can be adjusted to take stock risks into account. Design/methodology...

... should be included in the PE determinants formula in Egypt or countries expected to have very high or above average future growth in some of its sectors. Journal of Economic & Administrative Sciences Vol. 25, No. 1, June 2009 (47 -66) Price Earnings Multiples as Forecasters of Short Term Stock Returns...