676 IRA-International Journal of Management & Social Sciences ISSN 2455-2267; Vol.03, Issue 03 (2016) Institute of Research Advances http://research-advances.org/index.php/RAJMSS Stock Return Autocorrelation and Volatility in Emerging Nations 1 Tarika Singh Prestige Institute of Management, Gwalior, India. 2 Seema Mehta Indian Institute of Health Research and Management, Jaipur, India. 3 Abhijeet Saban, 4 Sparshi Garg & 5 Divya Pamnani Prestige Institute of Management, Gwalior, India. DOI: http://dx.doi.org/10.21013/jmss.v3.n3.p25 How to cite this paper: Singh, T., Mehta, S., Saban, A., Garg, S., & Pamnani, D. (2016). Stock Return Autocorrelation and Volatility in Emerging Nations. IRA-International Journal of Management & Social Sciences (ISSN 2455-2267), 3(3). doi:http://dx.doi.org/10.21013/jmss.v3.n3.p25 © Institute of Research Advances This works is licensed under a Creative Commons Attribution-Non Commercial 4.0 International License subject to proper citation to the publication source of the work. Disclaimer: The scholarly papers as reviewed and published by the Institute of Research Advances (IRA) are the views and opinions of their respective authors and are not the views or opinions of the IRA. The IRA disclaims of any harm or loss caused due to the published content to any party.