The impact of volatility shifts on market efficiency : the case of four emerging Southeast Asian stock markets
Year of publication: |
2015
|
---|---|
Authors: | Tan, Hui Boon ; Wong, Mei-Foong ; Elshareif, Elgilani Eltahir |
Published in: |
Global business & economics review. - Olney, Bucks : Inderscience Enterprises, ISSN 1097-4954, ZDB-ID 2054200-8. - Vol. 17.2015, 2, p. 203-216
|
Subject: | volatility | efficiency | Southeast Asia stock markets | EGARCH-M | ICSS algorithm | Südostasien | Southeast Asia | Volatilität | Volatility | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Malaysia | Thailand |
-
The Stock Exchange of Suriname : returns, volatility, correlations, and weak-form efficiency
Bodeutsch, Denice, (2015)
-
The stock exchange of Suriname: returns, volatility, correlations and weak-form efficiency
Bodeutsch, Denice, (2014)
-
The stock exchange of Suriname: returns, volatility, correlations and efficiency
Bodeutsch, Denice, (2012)
- More ...
-
Tan, Hui-Boon, (2015)
-
Firm-specific characteristics and technical efficiency of electronics manufacturing firms in China
Wong, Mei-Foong, (2019)
-
Can the leading US energy stock prices be predicted using the Ichimoku cloud?
Gurrib, Ikhlaas, (2021)
- More ...