REWARDS AND RISKS IN STOCK MARKETS: A CASE OF EMERGING ECONOMIES
Journal Title: International Journal of Marketing and Technology - Year 2011, Vol 1, Issue 5
Abstract
This paper analyzesthe study of the risk-return patterns of the 10 emerging stock markets economies-Taiwan, Brazil, South Korea, China, India, Malaysia, Mexico, Philippines, Indonesia, Russia and 2 developed economies- Japan and USA. The daily closing levels of the fourteen representative indices for a period beginning 1st January 1997 through 17th June 2011 is considered as the reference period. The Mean percent return (per year and over the entire reference period), Average annual return, maximum and minimum return, Standard deviation, Skewness, Kurtosis and Jarque Bera statistic for the fourteen series are presented in the paper. Findings of the study states emerging economies provides high return at higher risk comparative to the developed economies, further it added 9 out of 12 economies exhibits negative Skew nessand excesskurtosis coefficient (greater than 3) and nonnormal return distributions pattern.
Authors and Affiliations
Pooja Yadav and Prof. B. S. Bodla
Keywords
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