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C/F/1137. Analysis of Stock Market Returns in Russia

WORDS:
2000
ADD-ONS:
Calculations
DATE:
2011
PRICE:
29.99 GBP

This paper examines the distribution of the past returns of the Russian stock market represented by RTS index with different frequencies and examines data from 1995-2010. The paper focuses on two characteristics of distribution, skewness and kurtosis. After all of the data is analysed in reference to the two characteristics mentioned, the paper concludes by summarizing what investors in the Russian stock market should do.

 

KEYWORDS: Russian stock market, RTTS Index, skewness, kurtosis, investors,

 
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