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Returns on Investments and Volatility Rate in the Nigerian Banking Industry

https://doi.org/10.2139/ssrn.2745993
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Threshold arch models and asymmetries in volatility
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Combined Helmholtz Equation Least-Squares (CHELS) Method
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New Evidence on the Determinants of Bank Risk
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Durbin-Watson Test
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Chi-Square Table
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Applied econometric time series
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Estimating betas from nonsynchronous data
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The stochastic behavior of common stock variances Value, leverage and interest rate effects
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Expected stock returns and volatility
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Stock returns and volatility: An empirical study of the UK stock market
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Lead Authors
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The dark side of diversification: The case of US financial holding companies
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Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
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The risk return tradeoff in the long run: 1836–2003
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The forward premium anomaly is not as bad as you think
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Goodness of Fit and Related Inference Processes for Quantile Regression
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A Simulation Study of White's Test for Heteroskedasticity in Fixed and Stochastic Regression Models
inferredcites →https://doi.org/10.1080/07474938.2011.553570openalex-extracted
Volatility, Jumps, and Predictability of Returns: A Sequential Analysis
inferredcites →https://doi.org/10.1086/260579openalex-extracted
Nobel Lecture: Inflation and Unemployment
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RELATIONSHIP BETWEEN VOLATILITY AND EXPECTED RETURNS ACROSS INTERNATIONAL STOCK MARKETS
inferredcites →https://doi.org/10.1111/j.1540-6261.1964.tb02865.xopenalex-extracted
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb05128.xopenalex-extracted
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01419.xopenalex-extracted
Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk
inferredcites →https://doi.org/10.15847/obsobs1042016openalex-extracted
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Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model
inferredcites →https://doi.org/10.2307/1925546openalex-extracted
A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return
inferredcites →https://doi.org/10.2307/1992480openalex-extracted
Estimates of the Variance of U. S. Inflation Based upon the ARCH Model
inferredcites →https://doi.org/10.2307/2298081openalex-extracted
Quadratic ARCH Models
inferredcites →https://doi.org/10.2307/2329067openalex-extracted
inferredcites →https://doi.org/10.2307/2330824openalex-extracted
Stock Returns and Volatility
inferredcites →https://doi.org/10.2307/2669943openalex-extracted
inferredcites →https://doi.org/10.2307/2938260openalex-extracted
Conditional Heteroskedasticity in Asset Returns: A New Approach
inferredcites →https://doi.org/10.3386/w1186openalex-extracted
Risk, Inflation, and the Stock Market
inferredcites →https://doi.org/10.3386/w3742openalex-extracted
No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns
inferredcites →https://doi.org/10.5539/jas.v4n8p36openalex-extracted
Modeling the Dynamic Relationship between Food Crop Output Volatility and Its Determinants in Nigeria
inferredcites →https://doi.org/10.1016/0165-1889(93)00784-2openalex-snapshot
Irreversible investment with uncertainty and scale economies
inferredcites →https://doi.org/10.1016/j.jbankfin.2012.11.001openalex-snapshot
Stock return volatility, operating performance and stock returns: International evidence on drivers of the ‘low volatility’ anomaly
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