Estimation of the Relationship between the Revenues and Risks | ||
| Managerial Studies Journal | ||
| Article 1, Volume 5, Issue 9, June 2013, Pages 107-122 PDF (0 K) | ||
| Authors | ||
| ; Al- Dean. N. Anaanza | ||
| Abstract | ||
| This paper examines the relationship between stock market returns and volatility and determining the ability of the market risk premium to compensate investors through last international financial crises, using daily return for Amman Stock Exchange Index (ASEI) over the period from 2005 through 2010 Using GARCH Model, the relationship between stock returns and variance was tested. Empirical evidence suggests that contemporaneous returns and volatilities for the ASEI significantly and positively correlated, and this finding consistent with the predictions of many assets pricing models. | ||
| Keywords | ||
| Revenues; Risks | ||
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