Chen, Jengfang; Huang, Chunghuey; Wang, Ming-Long; … - In: Emerging Markets Finance and Trade 46 (2010) 1, pp. 75-86
We investigate the impact of the U. S. subprime crisis on the stock markets of the Asia-Pacific countries on various event dates. Using data from Hong Kong, Indonesia, Malaysia, Singapore, and Taiwan, we find that the subprime crisis negatively affects these stock markets and investor behavior,...