This paper examines the impact of Federal Open Market Committee (FOMC) announcements, which include information about target Federal fund rate and the revision to the future path of monetary policy, on Southeast Asian stock markets performance. It compares these effects in two periods, 1997...

This paper examines the equity market opening in Vietnam, a frontier market that has taken gradual steps of relaxing capital control, by analysing whether liberalization policies in the period 2009–15 have had an impact on informational efficiency. We applied time-varying Hurst exponent during...